+181.3%
JBHT vs BG
+95.6%
+85.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | +0.9% | +5.0% | -4.0% | -0.3% |
| 30D | -1.1% | -3.2% | +2.1% | -0.4% |
| 3M | -14.8% | -11.2% | -3.6% | -12.3% |
| 6M | -7.4% | -19.4% | +12.0% | -2.8% |
| YTD | +17.3% | +13.6% | +3.7% | +11.9% |
| 1Y | +35.3% | +7.3% | +28.1% | +31.1% |
| 3Y | +33.9% | +3.8% | +30.2% | +28.6% |
| 5Y | +22.5% | +23.2% | -0.7% | +9.0% |
| 10Y | +181.3% | +97.9% | +83.4% | +95.8% |
| All | +181.3% | +95.6% | +85.8% | +95.8% |
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