+48.6%
JBHT vs BIYA
-99.9%
+148.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -1.6% | -10.5% | +8.9% | -1.6% |
| 30D | -2.3% | -51.7% | +49.5% | -2.5% |
| 3M | -18.5% | -60.8% | +42.3% | -18.6% |
| 6M | -11.3% | -90.6% | +79.3% | -11.0% |
| YTD | +12.6% | -97.1% | +109.7% | +13.2% |
| 1Y | +29.8% | -99.1% | +128.8% | +31.7% |
| All | +48.6% | -99.9% | +148.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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