+15,832.7%
BN vs JBHT
+9,288.5%
+6,544.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -2.3% |
| 7D | +5.7% | -1.4% | +7.1% | +6.1% |
| 30D | +12.0% | -3.1% | +15.1% | +12.7% |
| 3M | -6.1% | -19.5% | +13.5% | -1.8% |
| 6M | -8.6% | -9.6% | +1.0% | -7.2% |
| YTD | -8.5% | +13.3% | -21.8% | -12.0% |
| 1Y | -8.4% | +29.7% | -38.1% | -14.6% |
| 3Y | +92.3% | +28.3% | +64.0% | +77.5% |
| 5Y | +31.3% | +18.5% | +12.9% | +23.1% |
| 10Y | +280.5% | +198.1% | +82.4% | +195.2% |
| All | +15,832.7% | +9,288.5% | +6,544.2% | +7,847.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling