+37.9%
BA vs JBHT
+207.9%
-170.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.6% |
| 7D | +5.9% | +1.7% | +4.2% | +5.1% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -25.4% | -17.1% | -8.2% | -19.6% |
| 6M | -20.0% | -4.4% | -15.6% | -20.6% |
| YTD | -18.5% | +17.5% | -36.0% | -27.7% |
| 1Y | -10.6% | +32.6% | -43.2% | -25.5% |
| 3Y | -9.3% | +33.0% | -42.3% | -29.0% |
| 5Y | -16.9% | +20.3% | -37.3% | -33.6% |
| 10Y | +37.9% | +209.1% | -171.2% | -40.3% |
| All | +37.9% | +207.9% | -170.0% | -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