+33.9%
JBHT vs BAH
+2.1%
+31.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | -2.2% | +17.3% | -19.4% | -3.8% |
| 3M | -16.5% | +14.9% | -31.3% | -17.6% |
| 6M | -8.4% | +14.2% | -22.7% | -9.6% |
| YTD | +16.1% | +5.1% | +10.9% | +12.9% |
| All | +33.9% | +2.1% | +31.8% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling