+42.0%
BMY vs JBHT
+31.6%
+10.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +5.1% | -2.2% | +7.3% | +5.5% |
| 3M | -3.0% | -16.5% | +13.5% | -0.8% |
| 6M | +13.1% | -8.4% | +21.5% | +13.8% |
| YTD | +20.3% | +16.1% | +4.3% | +16.7% |
| 1Y | +39.0% | +31.9% | +7.1% | +32.3% |
| 3Y | +42.0% | +34.1% | +7.9% | +24.5% |
| All | +42.0% | +31.6% | +10.4% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling