+701.6%
BE vs JBHT
+108.7%
+592.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.9% |
| 7D | -12.1% | +1.7% | -13.8% | -12.8% |
| 30D | -30.1% | -1.2% | -28.9% | -29.9% |
| 3M | -12.1% | -17.1% | +5.0% | -5.0% |
| 6M | -30.6% | -4.4% | -26.2% | -31.4% |
| YTD | +130.6% | +17.5% | +113.2% | +104.5% |
| 1Y | +55.3% | +32.6% | +22.7% | +29.2% |
| 3Y | +1,755.6% | +33.0% | +1,722.5% | +1,372.5% |
| 5Y | +564.5% | +20.3% | +544.1% | +455.0% |
| All | +701.6% | +108.7% | +592.9% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling