+1,125.2%
JBHT vs BR
+1,321.0%
-195.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +4.3% |
| 7D | +4.9% | -5.3% | +10.2% | +7.4% |
| 30D | +0.6% | +6.4% | -5.9% | -2.6% |
| 3M | -3.2% | +13.6% | -16.8% | -9.5% |
| 6M | +17.0% | -6.7% | +23.7% | +18.8% |
| YTD | +41.7% | -21.1% | +62.8% | +54.7% |
| 1Y | +90.0% | -29.6% | +119.5% | +118.4% |
| 3Y | +47.0% | -2.4% | +49.4% | +43.5% |
| 5Y | +58.3% | +11.2% | +47.1% | +42.9% |
| 10Y | +273.9% | +191.8% | +82.1% | +110.0% |
| All | +1,125.2% | +1,321.0% | -195.7% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling