+31.1%
BA vs JBHT
+194.3%
-163.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -0.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.6% |
| 30D | -9.1% | -3.1% | -6.1% | -8.2% |
| 3M | -28.2% | -19.5% | -8.6% | -21.6% |
| 6M | -23.1% | -9.6% | -13.5% | -21.7% |
| YTD | -20.6% | +13.3% | -33.9% | -28.4% |
| 1Y | -12.7% | +29.7% | -42.4% | -26.6% |
| 3Y | -11.6% | +28.3% | -39.9% | -29.6% |
| 5Y | -23.1% | +18.5% | -41.6% | -38.4% |
| All | +31.1% | +194.3% | -163.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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