+187.8%
JBHT vs BG
+90.1%
+97.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | -2.3% | -6.1% | +3.8% | -0.8% |
| 3M | -18.5% | -8.5% | -10.0% | -16.8% |
| 6M | -11.3% | -20.4% | +9.1% | -6.5% |
| YTD | +12.6% | +13.3% | -0.7% | +7.5% |
| 1Y | +29.8% | +7.3% | +22.5% | +25.7% |
| 3Y | +28.1% | +2.6% | +25.5% | +23.3% |
| 5Y | +17.7% | +22.0% | -4.3% | +5.1% |
| All | +187.8% | +90.1% | +97.6% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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