+92.9%
BLK vs JBHT
+27.4%
+65.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | +10.2% | -2.3% | +12.5% | +10.8% |
| 3M | +4.9% | -18.5% | +23.4% | +9.8% |
| 6M | +11.0% | -11.3% | +22.3% | +12.5% |
| YTD | +11.9% | +12.6% | -0.6% | +5.4% |
| 1Y | +12.6% | +29.8% | -17.2% | +1.6% |
| 3Y | +92.9% | +28.1% | +64.9% | +64.8% |
| All | +92.9% | +27.4% | +65.6% | +64.8% |
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