+17.6%
BND vs JBHT
+192.0%
-174.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +2.0% | -2.0% | +3.9% | +2.0% |
| 3M | -0.4% | -16.3% | +15.9% | -0.3% |
| 6M | -0.9% | -8.2% | +7.3% | -0.9% |
| YTD | -0.3% | +16.3% | -16.6% | -0.4% |
| 1Y | 0.0% | +32.2% | -32.2% | -0.2% |
| 3Y | +15.1% | +34.4% | -19.3% | +14.8% |
| 5Y | -1.5% | +20.3% | -21.9% | -1.8% |
| 10Y | +17.6% | +185.2% | -167.6% | +22.0% |
| All | +17.6% | +192.0% | -174.4% | +22.0% |
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 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