+17.5%
BND vs JBHT
+182.5%
-165.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.1% |
| 7D | -1.4% | +7.0% | -8.5% | -1.5% |
| 30D | +0.6% | +0.5% | +0.1% | +0.6% |
| 3M | -1.6% | -17.4% | +15.7% | -1.5% |
| 6M | -1.5% | -1.7% | +0.2% | -1.6% |
| YTD | -1.5% | +20.7% | -22.2% | -1.6% |
| 1Y | -1.1% | +41.1% | -42.2% | -1.3% |
| 3Y | +13.6% | +38.0% | -24.4% | +13.3% |
| 5Y | -1.8% | +22.5% | -24.3% | -2.1% |
| All | +17.5% | +182.5% | -165.0% | +19.8% |
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