+38.3%
BN vs JBHT
+58.3%
-20.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.4% |
| 7D | -2.5% | +4.9% | -7.3% | -4.4% |
| 30D | -9.5% | +0.6% | -10.1% | -9.9% |
| 3M | -10.4% | -3.2% | -7.2% | -9.9% |
| 6M | -6.4% | +17.0% | -23.3% | -13.8% |
| YTD | -11.9% | +41.7% | -53.5% | -25.8% |
| 1Y | -8.6% | +90.0% | -98.6% | -34.0% |
| 3Y | +77.6% | +47.0% | +30.6% | +42.4% |
| All | +38.3% | +58.3% | -20.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling