+564.8%
BKR vs JBHT
+11,637.0%
-11,072.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | +1.7% | +4.9% | -3.1% | +0.5% |
| 30D | +3.3% | +0.6% | +2.8% | +3.0% |
| 3M | -3.6% | -3.2% | -0.4% | -3.3% |
| 6M | +5.0% | +17.0% | -11.9% | +0.2% |
| YTD | +40.9% | +41.7% | -0.7% | +28.3% |
| 1Y | +39.2% | +90.0% | -50.8% | +16.8% |
| 3Y | +83.7% | +47.0% | +36.8% | +61.9% |
| 5Y | +207.5% | +58.3% | +149.2% | +162.5% |
| 10Y | +136.3% | +273.9% | -137.6% | +65.7% |
| All | +564.8% | +11,637.0% | -11,072.2% | +186.3% |
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