+222.3%
BMNR vs JBHT
+98.7%
+123.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -4.8% |
| 7D | +4.9% | +4.9% | 0.0% | +6.2% |
| 30D | +35.5% | +0.6% | +34.9% | +35.6% |
| 3M | +39.6% | -3.2% | +42.8% | +38.4% |
| 6M | +18.2% | +17.0% | +1.3% | +22.9% |
| YTD | -8.0% | +41.7% | -49.7% | +8.8% |
| 1Y | -40.8% | +90.0% | -130.8% | -17.2% |
| All | +222.3% | +98.7% | +123.6% | +379.1% |
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 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