+248.9%
JBHT vs BURL
+1,021.0%
-772.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | -0.6% |
| 7D | +1.7% | +10.4% | -8.7% | -0.5% |
| 30D | -1.2% | -4.9% | +3.8% | -0.2% |
| 3M | -17.1% | -29.8% | +12.6% | -11.1% |
| 6M | -4.4% | -16.5% | +12.1% | -1.6% |
| YTD | +17.5% | -10.5% | +28.0% | +18.9% |
| 1Y | +32.6% | -5.3% | +37.9% | +31.8% |
| 3Y | +33.0% | +95.1% | -62.0% | +11.5% |
| 5Y | +20.3% | -12.1% | +32.4% | +14.5% |
| 10Y | +209.1% | +273.2% | -64.1% | +126.0% |
| All | +248.9% | +1,021.0% | -772.0% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling