+273.3%
JBHT vs BUD
-23.0%
+296.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +0.6% | -5.7% | +6.2% | +2.2% |
| 3M | -3.2% | +3.1% | -6.3% | -4.2% |
| 6M | +17.0% | +7.9% | +9.1% | +14.1% |
| YTD | +41.7% | +27.3% | +14.3% | +31.6% |
| 1Y | +90.0% | +37.8% | +52.2% | +72.6% |
| 3Y | +47.0% | +49.8% | -2.9% | +28.1% |
| 5Y | +58.3% | +43.8% | +14.5% | +37.1% |
| All | +273.3% | -23.0% | +296.3% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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