+49.2%
BHP vs JBHT
+28.2%
+21.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -1.2% |
| 7D | -4.0% | -1.4% | -2.6% | -3.7% |
| 30D | -9.7% | -3.1% | -6.6% | -9.2% |
| 3M | -10.2% | -19.5% | +9.4% | -6.7% |
| 6M | +1.3% | -9.6% | +10.9% | +2.0% |
| YTD | +35.6% | +13.3% | +22.3% | +29.4% |
| 1Y | +47.5% | +29.7% | +17.8% | +36.8% |
| All | +49.2% | +28.2% | +21.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling