+19.7%
BAC vs JBHT
+15.0%
+4.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | -0.1% | -2.6% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -8.0% | -3.1% | -4.9% | -7.2% |
| 3M | -20.9% | -19.5% | -1.4% | -16.2% |
| 6M | -5.4% | -9.6% | +4.2% | -4.1% |
| YTD | -8.1% | +13.3% | -21.4% | -14.1% |
| 1Y | -3.1% | +29.7% | -32.8% | -13.7% |
| 3Y | +88.1% | +28.3% | +59.8% | +63.6% |
| 5Y | +19.7% | +18.5% | +1.3% | +2.1% |
| All | +19.7% | +15.0% | +4.8% | +2.1% |
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 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