+226.7%
ACWI vs JBHT
+272.5%
-45.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +0.5% | +4.9% | -4.4% | -1.0% |
| 30D | +0.9% | +0.6% | +0.3% | +0.5% |
| 3M | +2.4% | -3.2% | +5.6% | +2.9% |
| 6M | +12.4% | +17.0% | -4.6% | +6.0% |
| YTD | +15.2% | +41.7% | -26.5% | +1.9% |
| 1Y | +22.7% | +90.0% | -67.3% | -2.4% |
| 3Y | +75.8% | +47.0% | +28.8% | +48.5% |
| 5Y | +67.7% | +58.3% | +9.4% | +34.4% |
| All | +226.7% | +272.5% | -45.8% | +82.5% |
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 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