+27.6%
BX vs JBHT
+58.3%
-30.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.5% |
| 7D | -4.4% | +4.9% | -9.3% | -6.7% |
| 30D | +0.1% | +0.6% | -0.5% | -0.5% |
| 3M | +16.0% | -3.2% | +19.2% | +16.9% |
| 6M | +21.6% | +17.0% | +4.7% | +9.7% |
| YTD | -8.9% | +41.7% | -50.6% | -26.6% |
| 1Y | -16.6% | +90.0% | -106.6% | -44.9% |
| 3Y | +43.3% | +47.0% | -3.6% | +8.2% |
| All | +27.6% | +58.3% | -30.7% | -11.1% |
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