+59.9%
JBHT vs BG
+76.3%
-16.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +4.9% | +2.8% | +2.1% | +4.2% |
| 30D | +0.6% | +12.0% | -11.5% | -1.8% |
| 3M | -3.2% | -7.7% | +4.5% | -1.9% |
| 6M | +17.0% | +4.5% | +12.5% | +15.1% |
| YTD | +41.7% | +35.7% | +6.0% | +31.4% |
| 1Y | +90.0% | +50.1% | +39.9% | +72.1% |
| 3Y | +47.0% | +12.6% | +34.4% | +39.3% |
| All | +59.9% | +76.3% | -16.4% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling