+33.5%
JBHT vs BOXX
+19.3%
+14.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | -2.0% | +0.3% | -2.3% | -1.7% |
| 3M | -16.3% | +1.0% | -17.3% | -15.8% |
| 6M | -8.2% | +2.0% | -10.2% | -7.2% |
| YTD | +16.3% | +3.4% | +12.9% | +18.8% |
| 1Y | +32.2% | +4.1% | +28.1% | +36.3% |
| 3Y | +34.4% | +14.4% | +20.0% | +68.7% |
| All | +33.5% | +19.3% | +14.2% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling