+267.2%
BN vs JBHT
+272.5%
-5.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.5% |
| 7D | -2.5% | +4.9% | -7.3% | -4.5% |
| 30D | -9.5% | +0.6% | -10.1% | -10.0% |
| 3M | -10.4% | -3.2% | -7.2% | -9.8% |
| 6M | -6.4% | +17.0% | -23.3% | -14.0% |
| YTD | -11.9% | +41.7% | -53.5% | -26.3% |
| 1Y | -8.6% | +90.0% | -98.6% | -34.8% |
| 3Y | +77.6% | +47.0% | +30.6% | +40.7% |
| 5Y | +37.0% | +58.3% | -21.3% | +2.4% |
| All | +267.2% | +272.5% | -5.3% | +88.5% |
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 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