+130.2%
BP vs JBHT
+192.4%
-62.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -11.6% | -1.6% | -10.0% | -11.3% |
| 30D | 0.0% | -2.3% | +2.3% | +0.5% |
| 3M | +6.7% | -18.5% | +25.2% | +12.1% |
| 6M | +2.2% | -11.3% | +13.4% | +4.0% |
| YTD | +33.0% | +12.6% | +20.4% | +24.8% |
| 1Y | +30.7% | +29.8% | +1.0% | +17.1% |
| 3Y | +44.2% | +28.1% | +16.1% | +24.8% |
| 5Y | +105.1% | +17.7% | +87.5% | +76.6% |
| All | +130.2% | +192.4% | -62.1% | +34.8% |
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