+361.0%
BHP vs JBHT
+192.4%
+168.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -6.3% | -2.3% | -4.0% | -5.6% |
| 3M | -7.1% | -18.5% | +11.3% | -0.9% |
| 6M | -3.2% | -11.3% | +8.1% | -0.9% |
| YTD | +37.9% | +12.6% | +25.3% | +28.0% |
| 1Y | +49.7% | +29.8% | +19.9% | +31.2% |
| 3Y | +51.7% | +28.1% | +23.6% | +27.6% |
| 5Y | +122.0% | +17.7% | +104.3% | +87.5% |
| All | +361.0% | +192.4% | +168.6% | +132.3% |
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