+178.0%
JBHT vs BR
+280.7%
-102.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.5% | +1.9% | -1.4% | -0.4% |
| 30D | -0.1% | +15.9% | -16.0% | -6.7% |
| 3M | -14.0% | +13.7% | -27.7% | -19.3% |
| 6M | -5.1% | +31.0% | -36.1% | -17.3% |
| YTD | +18.0% | -12.0% | +30.0% | +23.6% |
| 1Y | +36.5% | -11.5% | +48.0% | +42.4% |
| 3Y | +34.8% | +14.9% | +19.8% | +21.0% |
| 5Y | +21.4% | +20.1% | +1.3% | +4.3% |
| 10Y | +178.0% | +278.9% | -101.0% | +50.3% |
| All | +178.0% | +280.7% | -102.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling