+0.4%
BX vs JBHT
+22.5%
-22.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.2% |
| 7D | +0.6% | +7.0% | -6.5% | -2.8% |
| 30D | +14.2% | +0.5% | +13.7% | +13.9% |
| 3M | -18.7% | -17.4% | -1.4% | -11.4% |
| 6M | +2.5% | -1.7% | +4.2% | +0.8% |
| YTD | -18.8% | +20.7% | -39.5% | -29.8% |
| 1Y | -10.3% | +41.1% | -51.4% | -29.3% |
| 3Y | +35.4% | +38.0% | -2.6% | +2.5% |
| All | +0.4% | +22.5% | -22.1% | -23.3% |
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 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