-20.0%
BA vs JBHT
-6.8%
-13.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +2.1% |
| 7D | +5.9% | +1.7% | +4.2% | +5.9% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | -25.4% | -17.1% | -8.2% | -25.2% |
| 6M | -20.0% | -4.4% | -15.6% | -18.2% |
| All | -20.0% | -6.8% | -13.3% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling