+156.3%
ACN vs JBHT
+192.0%
-35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.4% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +22.6% | -2.0% | +24.6% | +23.1% |
| 3M | +45.9% | -16.3% | +62.2% | +53.7% |
| 6M | +43.8% | -8.2% | +52.1% | +46.0% |
| YTD | -2.5% | +16.3% | -18.8% | -10.0% |
| 1Y | +6.5% | +32.2% | -25.7% | -6.3% |
| 3Y | -14.2% | +34.4% | -48.6% | -27.9% |
| 5Y | -24.4% | +20.3% | -44.8% | -35.2% |
| 10Y | +156.3% | +185.2% | -28.9% | +49.7% |
| All | +156.3% | +192.0% | -35.7% | +49.7% |
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