+409.8%
JBL vs BAH
-3.7%
+413.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | -1.3% | +5.3% | +4.1% |
| 30D | -7.5% | -6.6% | -0.9% | -7.0% |
| 3M | -14.1% | -7.2% | -6.9% | -13.2% |
| 6M | +25.9% | -10.0% | +35.9% | +27.2% |
| YTD | +36.7% | -12.5% | +49.1% | +37.9% |
| 1Y | +49.0% | -27.9% | +76.9% | +54.7% |
| 3Y | +191.8% | -31.4% | +223.2% | +194.2% |
| 5Y | +409.8% | -3.2% | +413.0% | +374.4% |
| All | +409.8% | -3.7% | +413.4% | +374.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling