+487.1%
BHP vs JBHT
+272.5%
+214.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.4% |
| 7D | -2.9% | +4.9% | -7.8% | -4.7% |
| 30D | +3.4% | +0.6% | +2.8% | +2.9% |
| 3M | +4.1% | -3.2% | +7.3% | +4.5% |
| 6M | +20.6% | +17.0% | +3.6% | +11.8% |
| YTD | +56.1% | +41.7% | +14.4% | +33.9% |
| 1Y | +69.6% | +90.0% | -20.4% | +27.6% |
| 3Y | +78.8% | +47.0% | +31.8% | +44.7% |
| 5Y | +113.1% | +58.3% | +54.7% | +60.1% |
| All | +487.1% | +272.5% | +214.6% | +161.2% |
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