-21.7%
ACN vs JBHT
+19.2%
-40.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.5% |
| 7D | +8.6% | +1.7% | +6.9% | +8.1% |
| 30D | +36.6% | -1.2% | +37.7% | +36.8% |
| 3M | +56.3% | -17.1% | +73.4% | +63.9% |
| 6M | +49.7% | -4.4% | +54.1% | +49.7% |
| YTD | +1.3% | +17.5% | -16.2% | -5.7% |
| 1Y | +11.9% | +32.6% | -20.7% | +0.1% |
| 3Y | -10.6% | +33.0% | -43.7% | -22.8% |
| All | -21.7% | +19.2% | -40.9% | -33.7% |
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 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