+2,472.7%
ACN vs JBHT
+4,471.3%
-1,998.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.5% |
| 7D | +7.3% | -1.4% | +8.6% | +7.7% |
| 30D | +38.2% | -3.1% | +41.3% | +39.3% |
| 3M | +56.6% | -19.5% | +76.1% | +66.5% |
| 6M | +51.1% | -9.6% | +60.7% | +54.1% |
| YTD | +1.7% | +13.3% | -11.6% | -4.3% |
| 1Y | +10.1% | +29.7% | -19.6% | -1.0% |
| 3Y | -10.3% | +28.3% | -38.6% | -21.7% |
| 5Y | -21.4% | +18.5% | -39.9% | -30.6% |
| 10Y | +167.1% | +198.1% | -31.0% | +69.0% |
| All | +2,472.7% | +4,471.3% | -1,998.5% | +418.6% |
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