+318.3%
BLK vs JBHT
+182.5%
+135.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.5% |
| 7D | +3.7% | +7.0% | -3.3% | +0.7% |
| 30D | +13.9% | +0.5% | +13.4% | +13.5% |
| 3M | +3.9% | -17.4% | +21.3% | +11.8% |
| 6M | +13.0% | -1.7% | +14.7% | +11.0% |
| YTD | +16.1% | +20.7% | -4.6% | +2.9% |
| 1Y | +16.8% | +41.1% | -24.3% | -4.0% |
| 3Y | +97.7% | +38.0% | +59.7% | +56.2% |
| 5Y | +42.1% | +22.5% | +19.7% | +16.3% |
| All | +318.3% | +182.5% | +135.9% | +99.5% |
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