+290.2%
BN vs JBHT
+182.5%
+107.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.6% |
| 7D | -1.0% | +7.0% | -8.0% | -3.9% |
| 30D | +14.0% | +0.5% | +13.5% | +13.6% |
| 3M | -9.0% | -17.4% | +8.3% | -2.0% |
| 6M | -8.8% | -1.7% | -7.1% | -10.1% |
| YTD | -10.3% | +20.7% | -31.0% | -20.3% |
| 1Y | -5.8% | +41.1% | -46.9% | -22.3% |
| 3Y | +94.8% | +38.0% | +56.8% | +56.2% |
| 5Y | +31.5% | +22.5% | +9.0% | +9.5% |
| All | +290.2% | +182.5% | +107.8% | +120.0% |
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