+62.0%
BHP vs JBHT
+31.6%
+30.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -4.5% | -2.2% | -2.3% | -4.1% |
| 3M | -6.4% | -16.5% | +10.1% | -3.5% |
| 6M | -0.1% | -8.4% | +8.4% | +0.4% |
| YTD | +43.0% | +16.1% | +26.9% | +35.8% |
| 1Y | +56.5% | +31.9% | +24.6% | +44.7% |
| 3Y | +62.0% | +34.1% | +27.9% | +37.1% |
| All | +62.0% | +31.6% | +30.4% | +37.1% |
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