-63.7%
BAX vs JBHT
+15.0%
-78.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.3% | -2.2% |
| 7D | +9.1% | -1.4% | +10.5% | +9.6% |
| 30D | +5.3% | -3.1% | +8.4% | +6.2% |
| 3M | -6.1% | -19.5% | +13.4% | -0.6% |
| 6M | +53.3% | -9.6% | +62.8% | +55.5% |
| YTD | +34.4% | +13.3% | +21.1% | +27.8% |
| 1Y | +43.2% | +29.7% | +13.5% | +30.8% |
| 3Y | -20.1% | +28.3% | -48.4% | -29.1% |
| 5Y | -63.7% | +18.5% | -82.2% | -68.2% |
| All | -63.7% | +15.0% | -78.7% | -68.2% |
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