+148.3%
BMNR vs JBHT
+65.6%
+82.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.5% |
| 7D | -11.5% | +0.5% | -11.9% | -11.4% |
| 30D | -19.3% | -0.1% | -19.2% | -19.3% |
| 3M | +6.4% | -14.0% | +20.4% | +3.7% |
| 6M | -16.4% | -5.1% | -11.3% | -15.2% |
| YTD | -29.1% | +18.0% | -47.2% | -19.0% |
| 1Y | -51.4% | +36.5% | -87.9% | -38.6% |
| All | +148.3% | +65.6% | +82.8% | +256.7% |
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