+173.8%
JBHT vs BG
+107.5%
+66.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | -0.4% | -7.0% | +6.6% | +1.4% |
| 3M | -17.3% | -10.0% | -7.4% | -15.2% |
| 6M | -3.5% | -19.8% | +16.3% | +1.5% |
| YTD | +18.0% | +14.3% | +3.8% | +12.4% |
| 1Y | +35.5% | +6.5% | +29.0% | +31.5% |
| 3Y | +34.8% | +4.4% | +30.4% | +29.1% |
| 5Y | +19.7% | +20.2% | -0.5% | +7.3% |
| All | +173.8% | +107.5% | +66.3% | +84.9% |
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