+15,251.3%
BN vs JBHT
+11,637.0%
+3,614.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | -2.5% | +4.9% | -7.3% | -3.5% |
| 30D | -9.5% | +0.6% | -10.1% | -9.7% |
| 3M | -10.4% | -3.2% | -7.2% | -10.1% |
| 6M | -6.4% | +17.0% | -23.3% | -10.1% |
| YTD | -11.9% | +41.7% | -53.5% | -19.1% |
| 1Y | -8.6% | +90.0% | -98.6% | -22.1% |
| 3Y | +77.6% | +47.0% | +30.6% | +59.5% |
| 5Y | +37.0% | +58.3% | -21.3% | +20.8% |
| 10Y | +266.4% | +273.9% | -7.5% | +171.1% |
| All | +15,251.3% | +11,637.0% | +3,614.3% | +7,209.5% |
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