+180.0%
JBHT vs BG
+111.0%
+69.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | +7.0% | +2.6% | +4.5% | +6.3% |
| 30D | +0.5% | -6.7% | +7.2% | +2.2% |
| 3M | -17.4% | -9.3% | -8.1% | -15.4% |
| 6M | -1.7% | -18.3% | +16.6% | +2.9% |
| YTD | +20.7% | +16.2% | +4.5% | +14.5% |
| 1Y | +41.1% | +7.6% | +33.5% | +36.6% |
| 3Y | +38.0% | +6.6% | +31.4% | +31.5% |
| 5Y | +22.5% | +22.2% | +0.3% | +9.3% |
| All | +180.0% | +111.0% | +69.0% | +88.4% |
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