-47.4%
BIDU vs JBHT
+273.4%
-320.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.0% |
| 7D | +2.4% | +4.9% | -2.5% | +0.6% |
| 30D | -10.5% | +0.6% | -11.1% | -10.7% |
| 3M | -26.2% | -3.2% | -23.0% | -25.6% |
| 6M | -16.4% | +17.0% | -33.3% | -21.9% |
| YTD | -23.9% | +41.7% | -65.5% | -34.2% |
| 1Y | +1.3% | +90.0% | -88.7% | -22.8% |
| 3Y | -32.1% | +47.0% | -79.1% | -44.3% |
| 5Y | -39.0% | +58.3% | -97.3% | -51.6% |
| All | -47.4% | +273.4% | -320.9% | -69.1% |
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 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