+173.8%
JBHT vs BAH
+199.5%
-25.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +4.2% | -2.6% | +6.7% | +4.9% |
| 30D | -0.4% | +20.4% | -20.8% | -5.5% |
| 3M | -17.3% | +11.9% | -29.2% | -20.1% |
| 6M | -3.5% | +17.1% | -20.6% | -8.5% |
| YTD | +18.0% | +5.5% | +12.5% | +13.6% |
| 1Y | +35.5% | +5.6% | +29.9% | +30.2% |
| 3Y | +34.8% | -26.5% | +61.3% | +39.3% |
| 5Y | +19.7% | +6.5% | +13.3% | +6.1% |
| All | +173.8% | +199.5% | -25.7% | +77.2% |
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