+90.0%
JBHT vs BAH
-28.2%
+118.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | +4.9% | -3.2% | +8.1% | +5.2% |
| 30D | +0.6% | +2.0% | -1.4% | +0.3% |
| 3M | -3.2% | -7.6% | +4.4% | -2.2% |
| 6M | +17.0% | -5.7% | +22.6% | +17.5% |
| YTD | +41.7% | -11.7% | +53.4% | +41.3% |
| 1Y | +90.0% | -27.4% | +117.4% | +97.9% |
| All | +90.0% | -28.2% | +118.2% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling