-15.5%
AA vs JBHT
+15.0%
-30.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.8% | -3.5% |
| 7D | -3.7% | -1.4% | -2.3% | -2.9% |
| 30D | -10.8% | -3.1% | -7.7% | -9.5% |
| 3M | -19.1% | -19.5% | +0.5% | -10.8% |
| 6M | -38.7% | -9.6% | -29.1% | -37.5% |
| YTD | -27.1% | +13.3% | -40.4% | -36.1% |
| 1Y | +8.3% | +29.7% | -21.3% | -12.5% |
| 3Y | +49.6% | +28.3% | +21.3% | +16.9% |
| 5Y | -15.5% | +18.5% | -34.0% | -37.9% |
| All | -15.5% | +15.0% | -30.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling