+396.6%
BAC vs JBHT
+272.5%
+124.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.3% |
| 7D | +1.1% | +4.9% | -3.8% | -1.1% |
| 30D | -0.4% | +0.6% | -1.0% | -1.0% |
| 3M | +16.9% | -3.2% | +20.1% | +17.5% |
| 6M | +26.6% | +17.0% | +9.7% | +15.5% |
| YTD | +15.8% | +41.7% | -25.9% | -3.9% |
| 1Y | +27.2% | +90.0% | -62.8% | -10.7% |
| 3Y | +132.4% | +47.0% | +85.4% | +80.3% |
| 5Y | +72.6% | +58.3% | +14.3% | +23.0% |
| All | +396.6% | +272.5% | +124.0% | +91.7% |
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