+401.2%
BKR vs JBHT
+9,226.7%
-8,825.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -13.3% | -1.6% | -11.7% | -13.0% |
| 30D | -13.6% | -2.3% | -11.3% | -13.1% |
| 3M | -23.4% | -18.5% | -5.0% | -20.0% |
| 6M | -27.9% | -11.3% | -16.7% | -26.6% |
| YTD | +6.3% | +12.6% | -6.3% | +1.8% |
| 1Y | +2.3% | +29.8% | -27.4% | -5.4% |
| 3Y | +45.1% | +28.1% | +17.0% | +32.0% |
| 5Y | +114.9% | +17.7% | +97.3% | +96.7% |
| 10Y | +52.1% | +196.1% | -144.0% | +12.4% |
| All | +401.2% | +9,226.7% | -8,825.6% | +127.2% |
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 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