+184.7%
JBHT vs BAH
+218.8%
-34.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.6% |
| 30D | -2.2% | +17.3% | -19.4% | -6.5% |
| 3M | -16.5% | +14.9% | -31.3% | -19.9% |
| 6M | -8.4% | +14.2% | -22.7% | -12.6% |
| YTD | +16.1% | +5.1% | +10.9% | +11.9% |
| 1Y | +31.9% | +2.1% | +29.9% | +28.0% |
| 3Y | +34.1% | -26.0% | +60.1% | +38.2% |
| 5Y | +20.1% | +9.0% | +11.1% | +5.4% |
| 10Y | +184.7% | +208.8% | -24.1% | +87.4% |
| All | +184.7% | +218.8% | -34.1% | +87.4% |
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