-28.4%
JBL vs BAH
+16.8%
-45.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.3% |
| 7D | +6.3% | +1.7% | +4.6% | +6.9% |
| 30D | -13.5% | +20.8% | -34.3% | -8.4% |
| 3M | -31.3% | +11.6% | -42.9% | -28.6% |
| 6M | -28.4% | +23.1% | -51.5% | -19.0% |
| All | -28.4% | +16.8% | -45.3% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling