-22.5%
ACN vs JBHT
+17.1%
-39.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | +33.5% | -2.3% | +35.8% | +34.2% |
| 3M | +53.5% | -18.5% | +71.9% | +61.5% |
| 6M | +52.2% | -11.3% | +63.5% | +55.6% |
| YTD | -0.1% | +12.6% | -12.7% | -6.0% |
| 1Y | +11.0% | +29.8% | -18.7% | -0.2% |
| 3Y | -11.8% | +28.1% | -39.9% | -23.1% |
| All | -22.5% | +17.1% | -39.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling