+18.0%
BRO vs JBHT
+21.8%
-3.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.5% |
| 30D | +14.6% | -1.1% | +15.7% | +14.8% |
| 3M | +0.9% | -14.8% | +15.7% | +3.1% |
| 6M | +28.3% | -7.4% | +35.8% | +29.0% |
| YTD | -8.9% | +17.3% | -26.2% | -12.5% |
| 1Y | -7.5% | +35.3% | -42.8% | -13.5% |
| 3Y | +0.9% | +33.9% | -33.0% | -7.6% |
| 5Y | +18.0% | +22.5% | -4.5% | +6.4% |
| All | +18.0% | +21.8% | -3.8% | +6.4% |
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