+672.8%
BX vs JBHT
+186.6%
+486.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +3.7% | +0.9% | +2.7% | +3.3% |
| 30D | +8.2% | -1.1% | +9.3% | +8.7% |
| 3M | -12.7% | -14.8% | +2.1% | -6.3% |
| 6M | +1.0% | -7.4% | +8.4% | +2.7% |
| YTD | -17.2% | +17.3% | -34.5% | -26.7% |
| 1Y | -11.6% | +35.3% | -46.9% | -27.7% |
| 3Y | +36.8% | +33.9% | +2.8% | +7.5% |
| 5Y | +4.8% | +22.5% | -17.7% | -14.3% |
| 10Y | +672.8% | +181.3% | +491.4% | +265.3% |
| All | +672.8% | +186.6% | +486.2% | +265.3% |
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 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