+25.2%
BIL vs JBHT
+272.5%
-247.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.1% | +4.9% | -4.8% | +0.1% |
| 30D | +0.3% | +0.6% | -0.2% | +0.3% |
| 3M | +0.9% | -3.2% | +4.1% | +0.9% |
| 6M | +1.8% | +17.0% | -15.1% | +1.8% |
| YTD | +2.4% | +41.7% | -39.2% | +2.5% |
| 1Y | +3.7% | +90.0% | -86.3% | +3.7% |
| 3Y | +14.2% | +47.0% | -32.8% | +14.2% |
| 5Y | +19.4% | +58.3% | -38.9% | +19.4% |
| All | +25.2% | +272.5% | -247.3% | +25.3% |
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 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