+66.9%
BMY vs JBHT
+272.5%
-205.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.4% |
| 7D | +0.4% | +4.9% | -4.5% | -0.6% |
| 30D | +5.0% | +0.6% | +4.4% | +4.8% |
| 3M | +19.4% | -3.2% | +22.6% | +19.8% |
| 6M | +9.5% | +17.0% | -7.4% | +5.7% |
| YTD | +28.1% | +41.7% | -13.6% | +19.1% |
| 1Y | +50.0% | +90.0% | -40.0% | +31.0% |
| 3Y | +24.1% | +47.0% | -22.9% | +12.2% |
| 5Y | +25.0% | +58.3% | -33.3% | +8.9% |
| All | +66.9% | +272.5% | -205.7% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling