-28.1%
BRO vs JBHT
+89.0%
-117.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.6% |
| 7D | -7.6% | +2.9% | -10.6% | -7.5% |
| 30D | -6.9% | +0.6% | -7.5% | -6.8% |
| 3M | +12.8% | -6.6% | +19.4% | +12.4% |
| 6M | -5.9% | +23.6% | -29.4% | -4.0% |
| YTD | -15.9% | +38.6% | -54.5% | -12.6% |
| 1Y | -28.1% | +91.5% | -119.6% | -19.3% |
| All | -28.1% | +89.0% | -117.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling