+273.3%
JBHT vs BURL
+215.5%
+57.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.2% |
| 7D | +4.9% | -2.8% | +7.7% | +5.5% |
| 30D | +0.6% | -28.2% | +28.7% | +8.6% |
| 3M | -3.2% | -17.6% | +14.4% | +0.9% |
| 6M | +17.0% | -11.8% | +28.7% | +19.3% |
| YTD | +41.7% | -8.1% | +49.8% | +43.0% |
| 1Y | +90.0% | -12.0% | +101.9% | +92.4% |
| 3Y | +47.0% | +63.3% | -16.3% | +25.4% |
| 5Y | +58.3% | -10.8% | +69.1% | +50.4% |
| All | +273.3% | +215.5% | +57.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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