+1,016.5%
BSX vs JBHT
+6,456.5%
-5,440.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.2% |
| 7D | +2.0% | +4.9% | -2.8% | +1.0% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | -2.1% | -3.2% | +1.1% | -1.8% |
| 6M | -33.8% | +17.0% | -50.8% | -36.4% |
| YTD | -49.9% | +41.7% | -91.5% | -53.9% |
| 1Y | -55.4% | +90.0% | -145.4% | -61.8% |
| 3Y | -10.9% | +47.0% | -57.8% | -20.9% |
| 5Y | +6.4% | +58.3% | -51.9% | -8.4% |
| 10Y | +97.0% | +273.9% | -176.9% | +40.1% |
| All | +1,016.5% | +6,456.5% | -5,440.0% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling