+152.3%
ACN vs JBHT
+182.5%
-30.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | -3.8% | +7.0% | -10.9% | -6.1% |
| 30D | +16.5% | +0.5% | +16.0% | +16.0% |
| 3M | +41.5% | -17.4% | +58.8% | +49.8% |
| 6M | +60.1% | -1.7% | +61.8% | +58.6% |
| YTD | -3.9% | +20.7% | -24.7% | -12.5% |
| 1Y | +4.1% | +41.1% | -37.0% | -10.5% |
| 3Y | -15.9% | +38.0% | -53.8% | -29.9% |
| 5Y | -26.3% | +22.5% | -48.8% | -37.1% |
| All | +152.3% | +182.5% | -30.2% | +48.5% |
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