-30.0%
BAX vs JBHT
+47.5%
-77.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | -1.1% | +4.9% | -6.0% | -2.7% |
| 30D | -5.5% | +0.6% | -6.0% | -5.9% |
| 3M | +33.5% | -3.2% | +36.7% | +34.3% |
| 6M | +35.9% | +17.0% | +18.9% | +27.7% |
| YTD | +35.4% | +41.7% | -6.3% | +20.4% |
| 1Y | +9.8% | +90.0% | -80.2% | -10.9% |
| All | -30.0% | +47.5% | -77.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling