+18.0%
BRO vs JBHT
+58.2%
-40.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.0% |
| 7D | -7.6% | +2.9% | -10.6% | -8.1% |
| 30D | -6.9% | +0.6% | -7.5% | -7.1% |
| 3M | +12.8% | -6.6% | +19.4% | +13.8% |
| 6M | -5.9% | +23.6% | -29.4% | -9.8% |
| YTD | -15.9% | +38.6% | -54.5% | -21.3% |
| 1Y | -28.1% | +91.5% | -119.6% | -37.3% |
| 3Y | -7.0% | +49.3% | -56.3% | -15.7% |
| 5Y | +18.0% | +62.3% | -44.3% | -0.1% |
| All | +18.0% | +58.2% | -40.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling