+189.7%
JBHT vs BAH
+235.6%
-46.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -3.9% |
| 7D | -1.4% | +6.0% | -7.4% | -3.0% |
| 30D | -3.1% | +31.1% | -34.2% | -10.1% |
| 3M | -19.5% | +25.2% | -44.7% | -24.7% |
| 6M | -9.6% | +18.9% | -28.5% | -14.6% |
| YTD | +13.3% | +8.3% | +5.0% | +8.3% |
| 1Y | +29.7% | +6.2% | +23.5% | +24.5% |
| 3Y | +28.3% | -22.8% | +51.1% | +30.6% |
| 5Y | +18.5% | +13.6% | +4.9% | +2.7% |
| All | +189.7% | +235.6% | -46.0% | +86.3% |
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