+3,986.2%
JBHT vs BNS
+1,470.7%
+2,515.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -0.4% |
| 30D | -2.3% | +5.1% | -7.4% | -4.9% |
| 3M | -18.5% | +4.7% | -23.2% | -20.7% |
| 6M | -11.3% | +19.0% | -30.3% | -19.8% |
| YTD | +12.6% | +28.2% | -15.6% | -2.4% |
| 1Y | +29.8% | +43.4% | -13.6% | +5.8% |
| 3Y | +28.1% | +143.1% | -115.0% | -22.5% |
| 5Y | +17.7% | +77.3% | -59.6% | -16.1% |
| 10Y | +196.1% | +183.5% | +12.7% | +58.3% |
| All | +3,986.2% | +1,470.7% | +2,515.6% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling