+1.1%
BX vs JBHT
+20.8%
-19.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.2% |
| 7D | +3.3% | +0.4% | +2.8% | +3.1% |
| 30D | +9.6% | -2.0% | +11.5% | +10.6% |
| 3M | -8.7% | -16.3% | +7.6% | -1.2% |
| 6M | +2.2% | -8.2% | +10.5% | +4.2% |
| YTD | -16.2% | +16.3% | -32.5% | -26.1% |
| 1Y | -11.5% | +32.2% | -43.7% | -27.7% |
| 3Y | +41.0% | +34.4% | +6.6% | +7.8% |
| 5Y | +1.1% | +20.3% | -19.3% | -22.4% |
| All | +1.1% | +20.8% | -19.7% | -22.4% |
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 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