-9.6%
JBHT vs BG
-22.0%
+12.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.1% | -3.7% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | -3.1% | -8.2% | +5.1% | -2.1% |
| 3M | -19.5% | -7.0% | -12.6% | -17.8% |
| 6M | -9.6% | -23.5% | +13.9% | -7.7% |
| All | -9.6% | -22.0% | +12.4% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling