+1,335.7%
BP vs JBHT
+11,637.0%
-10,301.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | +3.9% | +4.9% | -0.9% | +3.1% |
| 30D | +7.6% | +0.6% | +7.0% | +7.4% |
| 3M | +0.7% | -3.2% | +3.9% | +0.9% |
| 6M | +15.5% | +17.0% | -1.5% | +11.7% |
| YTD | +30.8% | +41.7% | -10.8% | +22.5% |
| 1Y | +34.3% | +90.0% | -55.7% | +18.9% |
| 3Y | +35.1% | +47.0% | -11.9% | +23.2% |
| 5Y | +126.8% | +58.3% | +68.5% | +102.3% |
| 10Y | +123.4% | +273.9% | -150.6% | +73.2% |
| All | +1,335.7% | +11,637.0% | -10,301.3% | +785.7% |
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 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