+618.0%
JBHT vs BAH
+1,096.2%
-478.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.7% | +5.8% | -4.1% | +0.2% |
| 30D | -1.2% | +28.7% | -29.9% | -7.5% |
| 3M | -17.1% | +20.9% | -38.0% | -21.4% |
| 6M | -4.4% | +15.2% | -19.6% | -8.7% |
| YTD | +17.5% | +7.1% | +10.4% | +13.0% |
| 1Y | +32.6% | +6.4% | +26.2% | +27.6% |
| 3Y | +33.0% | -23.6% | +56.7% | +36.0% |
| 5Y | +20.3% | +11.5% | +8.9% | +8.7% |
| 10Y | +209.1% | +236.3% | -27.2% | +108.2% |
| All | +618.0% | +1,096.2% | -478.2% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling