+18.5%
JBHT vs BUD
+50.9%
-32.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.0% |
| 7D | -1.4% | +7.1% | -8.5% | -3.2% |
| 30D | -3.1% | +12.7% | -15.7% | -6.2% |
| 3M | -19.5% | 0.0% | -19.6% | -19.7% |
| 6M | -9.6% | +7.6% | -17.2% | -11.7% |
| YTD | +13.3% | +35.0% | -21.7% | +3.7% |
| 1Y | +29.7% | +37.6% | -7.9% | +18.1% |
| 3Y | +28.3% | +51.5% | -23.2% | +11.6% |
| 5Y | +18.5% | +50.2% | -31.8% | -1.5% |
| All | +18.5% | +50.9% | -32.4% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling