+175.9%
ACGL vs JBHT
+21.5%
+154.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | +8.0% | +1.7% | +6.3% | +7.8% |
| 30D | +17.3% | -1.2% | +18.5% | +17.4% |
| 3M | +11.2% | -17.1% | +28.4% | +13.3% |
| 6M | +18.2% | -4.4% | +22.6% | +17.9% |
| YTD | +15.4% | +17.5% | -2.1% | +11.7% |
| 1Y | +26.5% | +32.6% | -6.1% | +20.4% |
| 3Y | +36.1% | +33.0% | +3.0% | +27.2% |
| 5Y | +175.9% | +20.3% | +155.6% | +154.2% |
| All | +175.9% | +21.5% | +154.5% | +154.2% |
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 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