+16.8%
JBHT vs JAAA
+27.4%
-10.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +0.2% | -1.8% | -1.9% |
| 30D | -2.3% | +0.4% | -2.7% | -3.1% |
| 3M | -18.5% | +1.2% | -19.7% | -20.4% |
| 6M | -11.3% | +2.3% | -13.6% | -15.3% |
| YTD | +12.6% | +3.9% | +8.7% | +4.3% |
| 1Y | +29.8% | +4.8% | +24.9% | +18.1% |
| 3Y | +28.1% | +18.5% | +9.6% | +1.9% |
| All | +16.8% | +27.4% | -10.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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