+98.8%
BKNG vs JBHT
+60.5%
+38.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -7.9% | +7.1% | -15.0% | -9.5% |
| 30D | -15.9% | +2.3% | -18.2% | -16.6% |
| 3M | +11.1% | -4.5% | +15.6% | +11.9% |
| 6M | -0.7% | +29.2% | -29.9% | -8.6% |
| YTD | -15.4% | +42.2% | -57.6% | -24.6% |
| 1Y | -18.5% | +93.7% | -112.3% | -34.5% |
| 3Y | +46.5% | +53.2% | -6.7% | +23.9% |
| 5Y | +98.8% | +62.4% | +36.3% | +60.2% |
| All | +98.8% | +60.5% | +38.3% | +60.2% |
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