-35.7%
BIDU vs JBHT
+34.8%
-70.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.3% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | -7.5% | -1.2% | -6.4% | -7.4% |
| 3M | -28.6% | -17.1% | -11.4% | -26.0% |
| 6M | -36.9% | -4.4% | -32.5% | -36.0% |
| YTD | -38.4% | +17.5% | -55.9% | -42.1% |
| 1Y | -35.7% | +32.6% | -68.2% | -42.0% |
| All | -35.7% | +34.8% | -70.5% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling