+24.1%
JBHT vs BAM
+84.5%
-60.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.5% | -2.5% |
| 7D | -1.4% | +7.9% | -9.3% | -4.1% |
| 30D | -3.1% | +16.0% | -19.1% | -8.1% |
| 3M | -19.5% | +0.6% | -20.2% | -20.0% |
| 6M | -9.6% | +10.5% | -20.1% | -13.4% |
| YTD | +13.3% | +3.2% | +10.1% | +10.6% |
| 1Y | +29.7% | +1.0% | +28.7% | +27.4% |
| 3Y | +28.3% | +84.2% | -55.9% | +0.5% |
| All | +24.1% | +84.5% | -60.4% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling