+1,116.5%
BAC vs JBHT
+9,634.5%
-8,518.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +1.5% | +1.7% | -0.2% | +1.0% |
| 30D | -4.4% | -1.2% | -3.2% | -4.1% |
| 3M | -17.5% | -17.1% | -0.4% | -12.9% |
| 6M | -0.1% | -4.4% | +4.3% | -0.1% |
| YTD | -4.6% | +17.5% | -22.1% | -11.5% |
| 1Y | -1.5% | +32.6% | -34.1% | -12.4% |
| 3Y | +95.2% | +33.0% | +62.2% | +68.1% |
| 5Y | +23.3% | +20.3% | +2.9% | +8.2% |
| 10Y | +290.0% | +209.1% | +80.9% | +149.5% |
| All | +1,116.5% | +9,634.5% | -8,518.0% | +293.7% |
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 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