+27.0%
BROS vs JBHT
+27.4%
-0.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -21.2% | -1.6% | -19.6% | -20.4% |
| 30D | -11.6% | -2.3% | -9.3% | -10.6% |
| 3M | -36.7% | -18.5% | -18.2% | -32.1% |
| 6M | -42.8% | -11.3% | -31.6% | -40.7% |
| YTD | -44.8% | +12.6% | -57.4% | -47.7% |
| 1Y | -36.5% | +29.8% | -66.3% | -42.8% |
| 3Y | +27.0% | +28.1% | -1.1% | +7.3% |
| All | +27.0% | +27.4% | -0.4% | +7.3% |
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