+19.7%
JBHT vs BNS
+81.7%
-61.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +4.2% | +1.0% | +3.2% | +3.6% |
| 30D | -0.4% | +2.7% | -3.1% | -1.9% |
| 3M | -17.3% | +3.5% | -20.8% | -19.0% |
| 6M | -3.5% | +22.1% | -25.6% | -14.2% |
| YTD | +18.0% | +29.5% | -11.5% | +1.3% |
| 1Y | +35.5% | +40.7% | -5.2% | +11.0% |
| 3Y | +34.8% | +148.6% | -113.8% | -21.8% |
| 5Y | +19.7% | +79.6% | -59.9% | -13.9% |
| All | +19.7% | +81.7% | -61.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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