+901.2%
BAX vs JBHT
+9,634.5%
-8,733.2%
-81.2%
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% | +3.8% |
| 7D | +4.1% | +1.7% | +2.4% | +3.9% |
| 30D | +9.4% | -1.2% | +10.6% | +9.6% |
| 3M | -6.5% | -17.1% | +10.6% | -4.2% |
| 6M | +59.6% | -4.4% | +64.0% | +59.8% |
| YTD | +38.9% | +17.5% | +21.4% | +35.3% |
| 1Y | +48.0% | +32.6% | +15.4% | +41.8% |
| 3Y | -17.5% | +33.0% | -50.5% | -21.8% |
| 5Y | -62.7% | +20.3% | -83.0% | -64.4% |
| 10Y | -34.2% | +209.1% | -243.3% | -44.7% |
| All | +901.2% | +9,634.5% | -8,733.2% | +459.1% |
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 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