+13,325.9%
BLK vs JBHT
+9,966.2%
+3,359.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.4% |
| 7D | -3.6% | +4.9% | -8.5% | -5.4% |
| 30D | -1.0% | +0.6% | -1.6% | -1.5% |
| 3M | +10.4% | -3.2% | +13.6% | +10.8% |
| 6M | +8.2% | +17.0% | -8.8% | +0.4% |
| YTD | +6.0% | +41.7% | -35.6% | -9.0% |
| 1Y | +3.3% | +90.0% | -86.6% | -22.3% |
| 3Y | +70.3% | +47.0% | +23.3% | +38.5% |
| 5Y | +34.5% | +58.3% | -23.8% | +4.8% |
| 10Y | +281.9% | +273.9% | +8.0% | +109.6% |
| All | +13,325.9% | +9,966.2% | +3,359.7% | +3,396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling