-55.5%
ACHR vs JBHT
+64.4%
-119.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.7% | +15.4% | +15.1% |
| 7D | +5.7% | -1.6% | +7.3% | +6.6% |
| 30D | -4.9% | -2.3% | -2.6% | -4.0% |
| 3M | -15.1% | -18.5% | +3.4% | -6.8% |
| 6M | -30.7% | -11.3% | -19.5% | -28.6% |
| YTD | -41.0% | +12.6% | -53.5% | -47.0% |
| 1Y | -50.0% | +29.8% | -79.8% | -58.6% |
| 3Y | -17.0% | +28.1% | -45.1% | -32.1% |
| 5Y | -29.4% | +17.7% | -47.1% | -41.6% |
| All | -55.5% | +64.4% | -119.9% | -64.5% |
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