+402.5%
BKR vs JBHT
+9,620.6%
-9,218.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -9.1% | +0.9% | -10.0% | -9.3% |
| 30D | -15.3% | -1.1% | -14.2% | -15.1% |
| 3M | -25.1% | -14.8% | -10.3% | -22.6% |
| 6M | -24.6% | -7.4% | -17.1% | -24.0% |
| YTD | +6.5% | +17.3% | -10.8% | +1.1% |
| 1Y | -0.6% | +35.3% | -35.9% | -9.0% |
| 3Y | +48.0% | +33.9% | +14.1% | +33.2% |
| 5Y | +122.0% | +22.5% | +99.4% | +101.2% |
| 10Y | +49.3% | +181.3% | -132.0% | +11.4% |
| All | +402.5% | +9,620.6% | -9,218.1% | +125.6% |
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