+568.1%
BIDU vs JBHT
+1,314.2%
-746.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +7.2% | -1.6% | +8.8% | +7.9% |
| 30D | -4.0% | -2.3% | -1.7% | -3.2% |
| 3M | -25.1% | -18.5% | -6.7% | -18.5% |
| 6M | -41.8% | -11.3% | -30.5% | -39.7% |
| YTD | -37.3% | +12.6% | -49.9% | -42.6% |
| 1Y | -35.6% | +29.8% | -65.3% | -44.8% |
| 3Y | -24.5% | +28.1% | -52.6% | -38.5% |
| 5Y | -48.3% | +17.7% | -65.9% | -56.6% |
| 10Y | -51.2% | +196.1% | -247.3% | -76.5% |
| All | +568.1% | +1,314.2% | -746.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling