+892.4%
BKNG vs JBHT
+6,472.0%
-5,579.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -2.1% |
| 7D | -6.0% | +4.9% | -10.9% | -7.9% |
| 30D | -6.6% | +0.6% | -7.2% | -7.2% |
| 3M | +15.7% | -3.2% | +18.9% | +16.1% |
| 6M | +14.1% | +17.0% | -2.8% | +5.3% |
| YTD | -9.3% | +41.7% | -51.0% | -22.9% |
| 1Y | -12.8% | +90.0% | -102.7% | -35.4% |
| 3Y | +58.4% | +47.0% | +11.5% | +26.2% |
| 5Y | +114.1% | +58.3% | +55.8% | +61.7% |
| 10Y | +246.8% | +273.9% | -27.1% | +75.0% |
| All | +892.4% | +6,472.0% | -5,579.6% | +26.4% |
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 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