+711.7%
BIDU vs JBHT
+1,679.7%
-967.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +2.8% |
| 7D | +2.4% | +4.9% | -2.5% | +0.2% |
| 30D | -10.5% | +0.6% | -11.1% | -10.8% |
| 3M | -26.2% | -3.2% | -23.0% | -25.5% |
| 6M | -16.4% | +17.0% | -33.3% | -23.4% |
| YTD | -23.9% | +41.7% | -65.5% | -36.6% |
| 1Y | +1.3% | +90.0% | -88.7% | -28.1% |
| 3Y | -32.1% | +47.0% | -79.1% | -47.6% |
| 5Y | -39.0% | +58.3% | -97.3% | -55.2% |
| 10Y | -44.0% | +273.9% | -318.0% | -75.6% |
| All | +711.7% | +1,679.7% | -967.9% | +68.1% |
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 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