+274.0%
ACGL vs JBHT
+272.5%
+1.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.5% |
| 7D | -0.7% | +4.9% | -5.6% | -2.2% |
| 30D | -1.0% | +0.6% | -1.6% | -1.4% |
| 3M | +11.0% | -3.2% | +14.3% | +11.5% |
| 6M | -0.3% | +17.0% | -17.3% | -6.0% |
| YTD | +2.3% | +41.7% | -39.4% | -9.4% |
| 1Y | +6.4% | +90.0% | -83.6% | -15.5% |
| 3Y | +34.0% | +47.0% | -13.0% | +12.6% |
| 5Y | +161.6% | +58.3% | +103.3% | +103.3% |
| All | +274.0% | +272.5% | +1.5% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling