-59.6%
ACHR vs JBHT
+76.3%
-135.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.3% | -9.2% | -8.1% |
| 7D | -9.2% | +7.0% | -16.3% | -12.3% |
| 30D | -1.0% | +0.5% | -1.5% | -1.3% |
| 3M | -42.2% | -17.4% | -24.8% | -36.9% |
| 6M | -38.2% | -1.7% | -36.5% | -39.6% |
| YTD | -46.4% | +20.7% | -67.1% | -53.5% |
| 1Y | -49.4% | +41.1% | -90.4% | -59.8% |
| 3Y | -22.5% | +38.0% | -60.5% | -38.9% |
| 5Y | -29.8% | +22.5% | -52.3% | -43.9% |
| All | -59.6% | +76.3% | -135.9% | -68.8% |
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