+271.3%
BN vs JBHT
+194.3%
+77.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -1.6% |
| 7D | +5.7% | -1.4% | +7.1% | +6.4% |
| 30D | +12.0% | -3.1% | +15.1% | +13.4% |
| 3M | -6.1% | -19.5% | +13.5% | +2.2% |
| 6M | -8.6% | -9.6% | +1.0% | -6.5% |
| YTD | -8.5% | +13.3% | -21.8% | -16.4% |
| 1Y | -8.4% | +29.7% | -38.1% | -21.5% |
| 3Y | +92.3% | +28.3% | +64.0% | +59.5% |
| 5Y | +31.3% | +18.5% | +12.9% | +11.0% |
| All | +271.3% | +194.3% | +77.0% | +138.1% |
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 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