+111.0%
BKNG vs JBHT
+58.3%
+52.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.7% |
| 7D | -6.0% | +4.9% | -10.9% | -7.2% |
| 30D | -6.6% | +0.6% | -7.2% | -7.0% |
| 3M | +15.7% | -3.2% | +18.9% | +16.1% |
| 6M | +14.1% | +17.0% | -2.8% | +8.0% |
| YTD | -9.3% | +41.7% | -51.0% | -19.1% |
| 1Y | -12.8% | +90.0% | -102.7% | -29.4% |
| 3Y | +58.4% | +47.0% | +11.5% | +36.4% |
| All | +111.0% | +58.3% | +52.8% | +70.4% |
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