+276.2%
BLK vs JBHT
+276.8%
-0.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -2.4% | +7.1% | -9.5% | -5.4% |
| 30D | -3.1% | +2.3% | -5.4% | -4.4% |
| 3M | +10.7% | -4.5% | +15.2% | +11.8% |
| 6M | +15.9% | +29.2% | -13.3% | +1.1% |
| YTD | +4.0% | +42.2% | -38.2% | -13.6% |
| 1Y | +1.3% | +93.7% | -92.5% | -29.0% |
| 3Y | +69.6% | +53.2% | +16.4% | +29.3% |
| 5Y | +33.8% | +62.4% | -28.6% | -4.2% |
| 10Y | +276.2% | +274.7% | +1.5% | +60.1% |
| All | +276.2% | +276.8% | -0.6% | +60.1% |
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