+28.5%
JBHT vs BAM
+88.1%
-59.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.3% |
| 7D | +0.9% | +5.0% | -4.1% | -0.8% |
| 30D | -1.1% | +16.6% | -17.7% | -6.4% |
| 3M | -14.8% | +2.2% | -17.0% | -15.8% |
| 6M | -7.4% | +9.7% | -17.1% | -11.1% |
| YTD | +17.3% | +5.2% | +12.1% | +13.7% |
| 1Y | +35.3% | +3.9% | +31.4% | +31.7% |
| 3Y | +33.9% | +91.5% | -57.6% | +3.6% |
| All | +28.5% | +88.1% | -59.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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