+593.0%
BE vs JBHT
+100.0%
+493.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.2% | -9.4% | -11.6% |
| 7D | -14.7% | -1.6% | -13.1% | -13.9% |
| 30D | -40.5% | -2.3% | -38.2% | -39.8% |
| 3M | -24.3% | -18.5% | -5.9% | -17.4% |
| 6M | -39.3% | -11.3% | -28.0% | -37.7% |
| YTD | +99.4% | +12.6% | +86.8% | +80.8% |
| 1Y | +26.6% | +29.8% | -3.2% | +6.6% |
| 3Y | +1,616.9% | +28.1% | +1,588.9% | +1,288.8% |
| 5Y | +441.4% | +17.7% | +423.7% | +358.6% |
| All | +593.0% | +100.0% | +493.0% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling