+63.2%
JBHT vs BOXX
+18.4%
+44.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +2.3% | +0.3% | +2.0% | +2.5% |
| 3M | -4.5% | +1.0% | -5.5% | -4.0% |
| 6M | +29.2% | +1.9% | +27.3% | +30.5% |
| YTD | +42.2% | +2.6% | +39.5% | +44.5% |
| 1Y | +93.7% | +4.0% | +89.7% | +100.5% |
| 3Y | +53.2% | +14.6% | +38.6% | +104.8% |
| All | +63.2% | +18.4% | +44.8% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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