+3,637.8%
ANET vs JBHT
+277.7%
+3,360.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -4.5% | +0.9% | -5.4% | -4.9% |
| 3M | +24.5% | -4.4% | +29.0% | +26.4% |
| 6M | +35.4% | +24.5% | +10.8% | +21.5% |
| YTD | +44.2% | +38.6% | +5.7% | +22.8% |
| 1Y | +25.4% | +97.2% | -71.8% | -10.4% |
| 3Y | +284.8% | +49.3% | +235.5% | +202.8% |
| 5Y | +761.7% | +61.4% | +700.3% | +529.5% |
| All | +3,637.8% | +277.7% | +3,360.0% | +1,598.1% |
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