+316.9%
BNY vs JBHT
+182.5%
+134.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | +3.9% | +7.0% | -3.2% | +1.3% |
| 30D | +11.9% | +0.5% | +11.4% | +11.6% |
| 3M | -5.0% | -17.4% | +12.3% | +1.0% |
| 6M | +14.6% | -1.7% | +16.3% | +13.0% |
| YTD | +34.5% | +20.7% | +13.8% | +21.5% |
| 1Y | +40.6% | +41.1% | -0.5% | +19.3% |
| 3Y | +261.7% | +38.0% | +223.7% | +195.7% |
| 5Y | +192.3% | +22.5% | +169.8% | +144.8% |
| All | +316.9% | +182.5% | +134.4% | +108.1% |
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