+16.2%
BND vs JBHT
+192.4%
-176.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +2.3% | -2.3% | +4.6% | +2.3% |
| 3M | -0.2% | -18.5% | +18.2% | -0.1% |
| 6M | -1.0% | -11.3% | +10.3% | -0.9% |
| YTD | -0.4% | +12.6% | -12.9% | -0.4% |
| 1Y | -0.1% | +29.8% | -29.9% | -0.3% |
| 3Y | +15.1% | +28.1% | -13.0% | +14.9% |
| 5Y | -1.5% | +17.7% | -19.2% | -1.7% |
| All | +16.2% | +192.4% | -176.2% | +22.3% |
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