+27,468.3%
BRO vs JBHT
+9,536.8%
+17,931.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +13.2% | -2.0% | +15.2% | +13.5% |
| 3M | -0.1% | -16.3% | +16.2% | +2.5% |
| 6M | +26.8% | -8.2% | +35.0% | +27.8% |
| YTD | -10.0% | +16.3% | -26.3% | -13.2% |
| 1Y | -8.7% | +32.2% | -40.9% | -13.8% |
| 3Y | +1.1% | +34.4% | -33.3% | -6.9% |
| 5Y | +16.9% | +20.3% | -3.5% | +8.9% |
| 10Y | +311.3% | +185.2% | +126.0% | +228.6% |
| All | +27,468.3% | +9,536.8% | +17,931.5% | +13,561.0% |
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