+848.6%
BX vs JBHT
+845.3%
+3.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -2.4% |
| 7D | +0.3% | -1.4% | +1.7% | +1.2% |
| 30D | +6.7% | -3.1% | +9.8% | +8.6% |
| 3M | -11.1% | -19.5% | +8.5% | 0.0% |
| 6M | -0.4% | -9.6% | +9.1% | +3.0% |
| YTD | -19.1% | +13.3% | -32.4% | -28.3% |
| 1Y | -13.6% | +29.7% | -43.2% | -29.9% |
| 3Y | +30.7% | +28.3% | +2.4% | +0.9% |
| 5Y | +0.3% | +18.5% | -18.2% | -19.3% |
| 10Y | +687.5% | +198.1% | +489.4% | +211.0% |
| All | +848.6% | +845.3% | +3.4% | +48.4% |
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 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