+1,176.2%
JBL vs BAH
+199.5%
+976.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +10.0% | -2.6% | +12.5% | +10.5% |
| 30D | -18.2% | +20.4% | -38.6% | -21.6% |
| 3M | -29.0% | +11.9% | -40.8% | -31.1% |
| 6M | -25.9% | +17.1% | -43.0% | -29.4% |
| YTD | +14.1% | +5.5% | +8.6% | +10.0% |
| 1Y | +21.7% | +5.6% | +16.0% | +17.2% |
| 3Y | +103.8% | -26.5% | +130.4% | +108.1% |
| 5Y | +310.0% | +6.5% | +303.5% | +253.6% |
| All | +1,176.2% | +199.5% | +976.7% | +642.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling