+64.4%
BROS vs JBHT
+47.5%
+16.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.3% |
| 7D | -6.7% | +4.9% | -11.6% | -8.3% |
| 30D | -29.1% | +0.6% | -29.6% | -29.3% |
| 3M | -16.7% | -3.2% | -13.5% | -16.0% |
| 6M | -11.6% | +17.0% | -28.6% | -17.2% |
| YTD | -23.9% | +41.7% | -65.6% | -33.3% |
| 1Y | -34.8% | +90.0% | -124.8% | -48.4% |
| All | +64.4% | +47.5% | +16.9% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling