+1,394.7%
BP vs JBHT
+9,634.5%
-8,239.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.3% |
| 7D | -8.4% | +1.7% | -10.1% | -8.7% |
| 30D | +2.2% | -1.2% | +3.4% | +2.3% |
| 3M | +8.8% | -17.1% | +25.9% | +11.7% |
| 6M | -0.5% | -4.4% | +3.9% | -0.5% |
| YTD | +36.2% | +17.5% | +18.7% | +31.1% |
| 1Y | +36.6% | +32.6% | +4.0% | +28.7% |
| 3Y | +48.1% | +33.0% | +15.1% | +37.1% |
| 5Y | +114.3% | +20.3% | +93.9% | +99.5% |
| 10Y | +139.2% | +209.1% | -69.9% | +90.8% |
| All | +1,394.7% | +9,634.5% | -8,239.8% | +848.1% |
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 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