+1,376.8%
BAC vs JBHT
+11,637.0%
-10,260.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | +0.6% | +4.9% | -4.3% | -1.1% |
| 30D | -0.9% | +0.6% | -1.5% | -1.4% |
| 3M | +16.3% | -3.2% | +19.5% | +16.8% |
| 6M | +26.0% | +17.0% | +9.0% | +18.0% |
| YTD | +15.2% | +41.7% | -26.5% | +1.0% |
| 1Y | +26.5% | +90.0% | -63.5% | -1.3% |
| 3Y | +132.4% | +47.0% | +85.4% | +94.4% |
| 5Y | +72.6% | +58.3% | +14.3% | +38.7% |
| 10Y | +389.7% | +273.9% | +115.8% | +195.6% |
| All | +1,376.8% | +11,637.0% | -10,260.2% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling