+70.7%
AA vs JBHT
+47.5%
+23.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.3% |
| 7D | -0.7% | +4.9% | -5.6% | -2.9% |
| 30D | +5.0% | +0.6% | +4.4% | +4.4% |
| 3M | -35.8% | -3.2% | -32.6% | -35.3% |
| 6M | -18.4% | +17.0% | -35.3% | -25.8% |
| YTD | -5.5% | +41.7% | -47.1% | -22.8% |
| 1Y | +61.0% | +90.0% | -29.0% | +10.6% |
| All | +70.7% | +47.5% | +23.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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