+967.7%
BX vs JBHT
+1,081.7%
-114.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.8% |
| 7D | -4.4% | +4.9% | -9.3% | -7.2% |
| 30D | +0.1% | +0.6% | -0.5% | -0.7% |
| 3M | +16.0% | -3.2% | +19.2% | +16.9% |
| 6M | +21.6% | +17.0% | +4.7% | +7.8% |
| YTD | -8.9% | +41.7% | -50.6% | -28.8% |
| 1Y | -16.6% | +90.0% | -106.6% | -47.8% |
| 3Y | +43.3% | +47.0% | -3.6% | +2.8% |
| 5Y | +25.7% | +58.3% | -32.6% | -14.9% |
| 10Y | +689.5% | +273.9% | +415.6% | +174.1% |
| All | +967.7% | +1,081.7% | -114.0% | +47.4% |
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