-4.6%
BROS vs JBHT
+41.3%
-45.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -20.4% | +0.5% | -20.9% | -20.2% |
| 30D | -6.1% | -0.1% | -6.0% | -5.9% |
| 3M | -29.4% | -14.0% | -15.3% | -24.9% |
| 6M | -31.5% | -5.1% | -26.4% | -30.7% |
| YTD | -42.8% | +18.0% | -60.9% | -48.0% |
| 1Y | -37.5% | +36.5% | -74.0% | -46.9% |
| 3Y | +27.2% | +34.8% | -7.6% | +3.4% |
| 5Y | -47.0% | +21.4% | -68.4% | -56.8% |
| All | -4.6% | +41.3% | -45.8% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling