+181.3%
JBHT vs BB
+28.9%
+152.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | +0.9% | +11.6% | -10.7% | -0.4% |
| 30D | -1.1% | +2.6% | -3.7% | -1.7% |
| 3M | -14.8% | +3.5% | -18.3% | -15.6% |
| 6M | -7.4% | +43.5% | -50.9% | -12.7% |
| YTD | +17.3% | +141.2% | -123.8% | +3.8% |
| 1Y | +35.3% | +97.4% | -62.1% | +22.2% |
| 3Y | +33.9% | +151.1% | -117.2% | +14.0% |
| 5Y | +22.5% | -12.8% | +35.3% | +12.1% |
| 10Y | +181.3% | +27.5% | +153.9% | +113.3% |
| All | +181.3% | +28.9% | +152.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling