+177.0%
BKNG vs JBHT
+176.2%
+0.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.5% | +4.2% | -8.6% | -5.8% |
| 30D | +2.3% | -0.4% | +2.7% | +2.4% |
| 3M | -23.9% | -17.3% | -6.5% | -19.5% |
| 6M | +0.9% | -3.5% | +4.4% | +0.2% |
| YTD | -24.2% | +18.0% | -42.2% | -30.7% |
| 1Y | -21.4% | +35.5% | -57.0% | -31.8% |
| 3Y | +34.2% | +34.8% | -0.6% | +11.7% |
| 5Y | +68.3% | +19.7% | +48.5% | +43.7% |
| All | +177.0% | +176.2% | +0.9% | +61.3% |
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