+328.9%
BNY vs JBHT
+192.0%
+136.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.2% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +6.4% | -2.0% | +8.4% | +7.1% |
| 3M | -3.6% | -16.3% | +12.7% | +1.9% |
| 6M | +16.9% | -8.2% | +25.1% | +18.2% |
| YTD | +32.6% | +16.3% | +16.3% | +21.5% |
| 1Y | +40.4% | +32.2% | +8.2% | +22.1% |
| 3Y | +259.4% | +34.4% | +225.0% | +196.3% |
| 5Y | +195.5% | +20.3% | +175.2% | +148.2% |
| 10Y | +328.9% | +185.2% | +143.7% | +105.7% |
| All | +328.9% | +192.0% | +136.9% | +105.7% |
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