+180.0%
JBHT vs BAH
+198.8%
-18.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +7.0% | +1.7% | +5.3% | +6.6% |
| 30D | +0.5% | +20.8% | -20.3% | -4.7% |
| 3M | -17.4% | +11.6% | -28.9% | -20.1% |
| 6M | -1.7% | +23.1% | -24.8% | -8.1% |
| YTD | +20.7% | +5.3% | +15.5% | +16.3% |
| 1Y | +41.1% | +6.1% | +34.9% | +35.3% |
| 3Y | +38.0% | -27.5% | +65.5% | +43.3% |
| 5Y | +22.5% | +6.2% | +16.3% | +8.6% |
| All | +180.0% | +198.8% | -18.7% | +81.4% |
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