+332.2%
BHP vs JBHT
+182.5%
+149.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.5% | -2.1% |
| 7D | -0.5% | +7.0% | -7.5% | -3.0% |
| 30D | -4.5% | +0.5% | -5.0% | -4.8% |
| 3M | -6.9% | -17.4% | +10.5% | -1.0% |
| 6M | -10.6% | -1.7% | -8.8% | -11.9% |
| YTD | +37.2% | +20.7% | +16.5% | +24.1% |
| 1Y | +48.0% | +41.1% | +7.0% | +25.9% |
| 3Y | +52.6% | +38.0% | +14.6% | +24.8% |
| 5Y | +116.5% | +22.5% | +94.0% | +81.0% |
| All | +332.2% | +182.5% | +149.7% | +123.4% |
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