+273.3%
JBHT vs BAH
+185.2%
+88.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | +4.9% | -3.2% | +8.1% | +5.8% |
| 30D | +0.6% | +2.0% | -1.4% | -0.2% |
| 3M | -3.2% | -7.6% | +4.4% | -1.6% |
| 6M | +17.0% | -5.7% | +22.6% | +17.4% |
| YTD | +41.7% | -11.7% | +53.4% | +43.6% |
| 1Y | +90.0% | -27.4% | +117.4% | +103.5% |
| 3Y | +47.0% | -32.5% | +79.5% | +54.6% |
| 5Y | +58.3% | -3.3% | +61.6% | +43.0% |
| All | +273.3% | +185.2% | +88.1% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling