+55.5%
BKR vs JBHT
+182.5%
-126.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.3% |
| 7D | +3.8% | +7.0% | -3.3% | +1.0% |
| 30D | -10.3% | +0.5% | -10.8% | -10.5% |
| 3M | -21.7% | -17.4% | -4.3% | -16.3% |
| 6M | -23.8% | -1.7% | -22.1% | -24.9% |
| YTD | +10.3% | +20.7% | -10.5% | -1.4% |
| 1Y | +5.7% | +41.1% | -35.4% | -11.9% |
| 3Y | +52.6% | +38.0% | +14.6% | +22.9% |
| 5Y | +127.1% | +22.5% | +104.6% | +85.7% |
| All | +55.5% | +182.5% | -126.9% | -22.8% |
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