+187.8%
JBHT vs BAH
+220.7%
-33.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | +0.5% |
| 7D | -1.6% | -3.5% | +2.0% | -0.7% |
| 30D | -2.3% | +24.3% | -26.5% | -8.1% |
| 3M | -18.5% | +16.3% | -34.8% | -22.1% |
| 6M | -11.3% | +13.6% | -24.9% | -15.2% |
| YTD | +12.6% | +3.5% | +9.1% | +8.9% |
| 1Y | +29.8% | +2.7% | +27.1% | +25.6% |
| 3Y | +28.1% | -26.6% | +54.7% | +32.2% |
| 5Y | +17.7% | +8.5% | +9.2% | +3.2% |
| All | +187.8% | +220.7% | -33.0% | +87.3% |
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