+267.9%
BN vs JBHT
+192.4%
+75.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | +5.3% | -1.6% | +6.9% | +6.1% |
| 30D | +11.9% | -2.3% | +14.2% | +12.9% |
| 3M | -5.7% | -18.5% | +12.7% | +1.9% |
| 6M | -10.6% | -11.3% | +0.7% | -7.8% |
| YTD | -9.4% | +12.6% | -21.9% | -16.9% |
| 1Y | -8.8% | +29.8% | -38.5% | -21.8% |
| 3Y | +95.6% | +28.1% | +67.5% | +62.3% |
| 5Y | +30.2% | +17.7% | +12.5% | +10.3% |
| All | +267.9% | +192.4% | +75.6% | +136.6% |
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