-51.8%
ACHR vs JBHT
+69.9%
-121.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +6.8% |
| 7D | +15.3% | +0.4% | +14.9% | +15.2% |
| 30D | -3.0% | -2.0% | -1.1% | -2.1% |
| 3M | -14.0% | -16.3% | +2.3% | -6.7% |
| 6M | -25.8% | -8.2% | -17.5% | -24.7% |
| YTD | -36.0% | +16.3% | -52.3% | -43.5% |
| 1Y | -41.2% | +32.2% | -73.4% | -51.6% |
| 3Y | -8.6% | +34.4% | -42.9% | -26.9% |
| 5Y | -20.6% | +20.3% | -41.0% | -35.3% |
| All | -51.8% | +69.9% | -121.6% | -62.1% |
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