-47.8%
BLDR vs JBHT
+28.2%
-76.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -3.8% |
| 7D | +3.9% | -1.4% | +5.3% | +4.8% |
| 30D | +16.5% | -3.1% | +19.6% | +18.5% |
| 3M | -13.7% | -19.5% | +5.9% | -3.9% |
| 6M | -12.2% | -9.6% | -2.6% | -9.3% |
| YTD | -36.3% | +13.3% | -49.7% | -42.5% |
| 1Y | -41.3% | +29.7% | -71.0% | -50.9% |
| All | -47.8% | +28.2% | -76.1% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling