+7,465.1%
BNY vs JBHT
+9,680.3%
-2,215.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +7.4% | -0.1% | +7.4% | +7.3% |
| 3M | -4.3% | -14.0% | +9.7% | -0.4% |
| 6M | +16.2% | -5.1% | +21.3% | +16.5% |
| YTD | +33.9% | +18.0% | +15.8% | +24.6% |
| 1Y | +39.7% | +36.5% | +3.2% | +24.0% |
| 3Y | +258.0% | +34.8% | +223.2% | +208.3% |
| 5Y | +191.4% | +21.4% | +169.9% | +155.3% |
| 10Y | +322.0% | +178.0% | +144.0% | +179.1% |
| All | +7,465.1% | +9,680.3% | -2,215.1% | +1,859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling