+27,561.0%
BRO vs JBHT
+11,637.0%
+15,924.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | -2.6% | +4.9% | -7.5% | -3.4% |
| 30D | +0.9% | +0.6% | +0.3% | +0.6% |
| 3M | +24.8% | -3.2% | +28.0% | +25.1% |
| 6M | -0.1% | +17.0% | -17.0% | -3.2% |
| YTD | -9.7% | +41.7% | -51.4% | -15.5% |
| 1Y | -24.5% | +90.0% | -114.5% | -33.3% |
| 3Y | -1.6% | +47.0% | -48.6% | -10.6% |
| 5Y | +25.6% | +58.3% | -32.7% | +11.9% |
| 10Y | +309.8% | +273.9% | +35.9% | +214.1% |
| All | +27,561.0% | +11,637.0% | +15,924.0% | +13,195.1% |
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