-0.9%
BA vs JBHT
+58.3%
-59.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | 0.0% |
| 7D | +1.2% | +4.9% | -3.7% | -0.3% |
| 30D | -11.6% | +0.6% | -12.2% | -11.9% |
| 3M | -2.4% | -3.2% | +0.8% | -2.0% |
| 6M | -6.6% | +17.0% | -23.6% | -12.4% |
| YTD | -2.2% | +41.7% | -43.9% | -14.4% |
| 1Y | -8.0% | +90.0% | -98.0% | -28.0% |
| 3Y | -5.0% | +47.0% | -52.0% | -21.0% |
| All | -0.9% | +58.3% | -59.2% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling