-53.7%
BIDU vs JBHT
+22.5%
-76.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | -4.6% | +7.0% | -11.6% | -6.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.9% |
| 3M | -25.4% | -17.4% | -8.0% | -20.4% |
| 6M | -48.1% | -1.7% | -46.4% | -48.6% |
| YTD | -40.2% | +20.7% | -60.9% | -46.1% |
| 1Y | -35.2% | +41.1% | -76.3% | -45.3% |
| 3Y | -27.1% | +38.0% | -65.1% | -41.1% |
| All | -53.7% | +22.5% | -76.2% | -60.1% |
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 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