-34.4%
BAX vs JBHT
+272.5%
-307.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | -1.1% | +4.9% | -6.0% | -2.6% |
| 30D | -5.5% | +0.6% | -6.0% | -5.8% |
| 3M | +33.5% | -3.2% | +36.7% | +34.2% |
| 6M | +35.9% | +17.0% | +18.9% | +28.3% |
| YTD | +35.4% | +41.7% | -6.3% | +20.7% |
| 1Y | +9.8% | +90.0% | -80.2% | -11.3% |
| 3Y | -32.7% | +47.0% | -79.7% | -42.6% |
| 5Y | -65.6% | +58.3% | -123.9% | -71.9% |
| All | -34.4% | +272.5% | -307.0% | -60.1% |
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