+216.8%
ACWI vs JBHT
+194.3%
+22.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.3% | -2.8% |
| 7D | -4.0% | -1.4% | -2.6% | -3.6% |
| 30D | -5.8% | -3.1% | -2.7% | -5.0% |
| 3M | -5.0% | -19.5% | +14.5% | +0.6% |
| 6M | +0.7% | -9.6% | +10.3% | +2.4% |
| YTD | +8.4% | +13.3% | -4.9% | +2.1% |
| 1Y | +10.1% | +29.7% | -19.6% | -0.9% |
| 3Y | +70.8% | +28.3% | +42.5% | +49.0% |
| 5Y | +55.4% | +18.5% | +36.9% | +36.1% |
| All | +216.8% | +194.3% | +22.5% | +102.7% |
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 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