+62.6%
JBHT vs BOXX
+18.4%
+44.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +0.6% | +0.4% | +0.2% | +0.7% |
| 3M | -3.2% | +1.0% | -4.2% | -2.7% |
| 6M | +17.0% | +2.0% | +15.0% | +18.1% |
| YTD | +41.7% | +2.6% | +39.0% | +43.9% |
| 1Y | +90.0% | +4.1% | +85.9% | +96.6% |
| 3Y | +47.0% | +14.7% | +32.3% | +98.7% |
| All | +62.6% | +18.4% | +44.2% | +229.4% |
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