+59.9%
JBHT vs BR
+11.2%
+48.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +4.1% |
| 7D | +4.9% | -5.3% | +10.2% | +7.0% |
| 30D | +0.6% | +6.4% | -5.9% | -2.2% |
| 3M | -3.2% | +13.6% | -16.8% | -8.6% |
| 6M | +17.0% | -6.7% | +23.7% | +19.6% |
| YTD | +41.7% | -21.1% | +62.8% | +56.5% |
| 1Y | +90.0% | -29.6% | +119.5% | +122.3% |
| 3Y | +47.0% | -2.4% | +49.4% | +43.0% |
| All | +59.9% | +11.2% | +48.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling