+555.6%
BLDR vs JBHT
+192.4%
+363.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.1% |
| 7D | -3.7% | -1.6% | -2.1% | -2.4% |
| 30D | +16.8% | -2.3% | +19.1% | +18.6% |
| 3M | -13.7% | -18.5% | +4.7% | -2.4% |
| 6M | -21.9% | -11.3% | -10.6% | -17.4% |
| YTD | -39.2% | +12.6% | -51.8% | -46.1% |
| 1Y | -42.6% | +29.8% | -72.4% | -54.1% |
| 3Y | -50.2% | +28.1% | -78.3% | -61.8% |
| 5Y | -7.0% | +17.7% | -24.7% | -25.9% |
| All | +555.6% | +192.4% | +363.2% | +129.2% |
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 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