+189.7%
JBHT vs BURL
+258.4%
-68.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.6% | -2.9% |
| 7D | -1.4% | +3.5% | -4.9% | -2.2% |
| 30D | -3.1% | -9.3% | +6.2% | -0.9% |
| 3M | -19.5% | -32.1% | +12.6% | -12.3% |
| 6M | -9.6% | -19.8% | +10.2% | -5.8% |
| YTD | +13.3% | -13.2% | +26.5% | +15.5% |
| 1Y | +29.7% | -7.8% | +37.5% | +29.6% |
| 3Y | +28.3% | +89.3% | -61.0% | +5.6% |
| 5Y | +18.5% | -15.8% | +34.3% | +14.0% |
| All | +189.7% | +258.4% | -68.7% | +109.3% |
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