+72.7%
BLK vs JBHT
+51.6%
+21.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.1% |
| 7D | -3.6% | +4.9% | -8.5% | -4.8% |
| 30D | -1.0% | +0.6% | -1.6% | -1.3% |
| 3M | +10.4% | -3.2% | +13.6% | +10.7% |
| 6M | +8.2% | +17.0% | -8.8% | +2.2% |
| YTD | +6.0% | +41.7% | -35.6% | -5.5% |
| 1Y | +3.3% | +90.0% | -86.6% | -16.3% |
| All | +72.7% | +51.6% | +21.2% | +45.1% |
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 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