+265.7%
BAC vs JBHT
+194.3%
+71.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | -0.1% | -2.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | -8.0% | -3.1% | -4.9% | -6.9% |
| 3M | -20.9% | -19.5% | -1.4% | -14.0% |
| 6M | -5.4% | -9.6% | +4.2% | -3.5% |
| YTD | -8.1% | +13.3% | -21.4% | -16.5% |
| 1Y | -3.1% | +29.7% | -32.8% | -17.7% |
| 3Y | +88.1% | +28.3% | +59.8% | +52.6% |
| 5Y | +19.7% | +18.5% | +1.3% | -2.3% |
| All | +265.7% | +194.3% | +71.4% | +30.7% |
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