+133.1%
JBHT vs JAAA
+29.3%
+103.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +4.9% | +0.2% | +4.7% | +4.5% |
| 30D | +0.6% | +0.5% | 0.0% | -0.5% |
| 3M | -3.2% | +1.3% | -4.5% | -5.7% |
| 6M | +17.0% | +2.7% | +14.3% | +10.9% |
| YTD | +41.7% | +3.2% | +38.5% | +33.0% |
| 1Y | +90.0% | +4.9% | +85.1% | +72.4% |
| 3Y | +47.0% | +19.0% | +28.0% | +15.3% |
| 5Y | +58.3% | +26.8% | +31.5% | +16.6% |
| All | +133.1% | +29.3% | +103.8% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling