+130.4%
BHP vs JBHT
+20.8%
+109.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.9% |
| 7D | +3.5% | +0.4% | +3.0% | +3.4% |
| 30D | -4.5% | -2.0% | -2.5% | -4.1% |
| 3M | -6.4% | -16.3% | +9.9% | -2.6% |
| 6M | -0.1% | -8.2% | +8.2% | +0.6% |
| YTD | +43.0% | +16.3% | +26.7% | +34.3% |
| 1Y | +56.5% | +32.2% | +24.3% | +41.8% |
| 3Y | +62.0% | +34.4% | +27.7% | +41.1% |
| 5Y | +130.4% | +20.3% | +110.0% | +98.2% |
| All | +130.4% | +20.8% | +109.6% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling