+68.5%
BMY vs JBHT
+192.4%
-123.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | +4.1% | -2.3% | +6.4% | +4.6% |
| 3M | -2.1% | -18.5% | +16.3% | +1.2% |
| 6M | +12.2% | -11.3% | +23.5% | +13.9% |
| YTD | +20.3% | +12.6% | +7.8% | +16.5% |
| 1Y | +39.2% | +29.8% | +9.4% | +31.1% |
| 3Y | +35.6% | +28.1% | +7.5% | +25.4% |
| 5Y | +28.6% | +17.7% | +10.9% | +18.7% |
| All | +68.5% | +192.4% | -123.8% | +14.7% |
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 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