+263.2%
BAC vs JBHT
+192.4%
+70.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | -7.7% | -2.3% | -5.4% | -6.9% |
| 3M | -21.2% | -18.5% | -2.7% | -14.8% |
| 6M | -6.8% | -11.3% | +4.4% | -4.2% |
| YTD | -8.7% | +12.6% | -21.3% | -16.8% |
| 1Y | -5.3% | +29.8% | -35.0% | -19.6% |
| 3Y | +87.4% | +28.1% | +59.4% | +52.1% |
| 5Y | +18.9% | +17.7% | +1.2% | -2.7% |
| All | +263.2% | +192.4% | +70.8% | +30.1% |
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