+94.0%
BSX vs JBHT
+192.4%
-98.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -4.1% |
| 7D | +1.8% | -1.6% | +3.4% | +2.3% |
| 30D | +2.8% | -2.3% | +5.1% | +3.4% |
| 3M | -13.3% | -18.5% | +5.2% | -9.0% |
| 6M | -23.7% | -11.3% | -12.4% | -22.1% |
| YTD | -55.2% | +12.6% | -67.7% | -57.7% |
| 1Y | -56.8% | +29.8% | -86.6% | -61.0% |
| 3Y | -19.0% | +28.1% | -47.1% | -29.5% |
| 5Y | -0.9% | +17.7% | -18.6% | -13.9% |
| All | +94.0% | +192.4% | -98.4% | +19.4% |
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