+1,697.2%
ACN vs JBHT
+5,614.7%
-3,917.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.2% |
| 7D | -1.5% | +4.9% | -6.4% | -3.1% |
| 30D | +9.4% | +0.6% | +8.8% | +8.8% |
| 3M | +5.6% | -3.2% | +8.9% | +6.1% |
| 6M | -9.3% | +17.0% | -26.2% | -14.9% |
| YTD | -29.0% | +41.7% | -70.6% | -37.5% |
| 1Y | -24.7% | +90.0% | -114.6% | -40.6% |
| 3Y | -39.8% | +47.0% | -86.8% | -49.5% |
| 5Y | -40.9% | +58.3% | -99.2% | -52.4% |
| 10Y | +91.1% | +273.9% | -182.8% | +13.0% |
| All | +1,697.2% | +5,614.7% | -3,917.5% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling