+31.3%
BN vs JBHT
+15.0%
+16.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -1.7% |
| 7D | +5.7% | -1.4% | +7.1% | +6.4% |
| 30D | +12.0% | -3.1% | +15.1% | +13.3% |
| 3M | -6.1% | -19.5% | +13.5% | +1.7% |
| 6M | -8.6% | -9.6% | +1.0% | -6.9% |
| YTD | -8.5% | +13.3% | -21.8% | -16.5% |
| 1Y | -8.4% | +29.7% | -38.1% | -21.6% |
| 3Y | +92.3% | +28.3% | +64.0% | +59.4% |
| 5Y | +31.3% | +18.5% | +12.9% | +7.7% |
| All | +31.3% | +15.0% | +16.4% | +7.7% |
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