-42.6%
BROS vs JBHT
+22.5%
-65.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.2% | +5.4% |
| 7D | +6.3% | +7.0% | -0.7% | +3.1% |
| 30D | -8.3% | +0.5% | -8.9% | -8.4% |
| 3M | -29.8% | -17.4% | -12.4% | -23.8% |
| 6M | -25.8% | -1.7% | -24.1% | -26.1% |
| YTD | -41.4% | +20.7% | -62.1% | -47.3% |
| 1Y | -35.2% | +41.1% | -76.2% | -45.8% |
| 3Y | +32.8% | +38.0% | -5.2% | +6.4% |
| All | -42.6% | +22.5% | -65.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling