+101.8%
JBL vs BAH
-26.6%
+128.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +10.0% | -2.6% | +12.5% | +9.9% |
| 30D | -18.2% | +20.4% | -38.6% | -18.1% |
| 3M | -29.0% | +11.9% | -40.8% | -28.8% |
| 6M | -25.9% | +17.1% | -43.0% | -25.4% |
| YTD | +14.1% | +5.5% | +8.6% | +15.2% |
| 1Y | +21.7% | +5.6% | +16.0% | +22.9% |
| All | +101.8% | -26.6% | +128.4% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling