+297.2%
BRO vs JBHT
+183.5%
+113.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +12.4% | -0.1% | +12.5% | +12.4% |
| 3M | +0.4% | -14.0% | +14.5% | +3.7% |
| 6M | +29.6% | -5.1% | +34.7% | +29.8% |
| YTD | -9.5% | +18.0% | -27.6% | -15.2% |
| 1Y | -9.9% | +36.5% | -46.4% | -19.1% |
| 3Y | +0.2% | +34.8% | -34.5% | -13.1% |
| 5Y | +16.3% | +21.4% | -5.2% | +2.2% |
| 10Y | +297.2% | +178.0% | +119.2% | +139.3% |
| All | +297.2% | +183.5% | +113.7% | +139.3% |
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