+3,664.2%
ANET vs JBHT
+176.2%
+3,488.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +29.8% | +4.2% | +25.7% | +27.7% |
| 30D | +1.0% | -0.4% | +1.4% | +1.3% |
| 3M | -1.8% | -17.3% | +15.5% | +5.5% |
| 6M | +45.0% | -3.5% | +48.5% | +44.4% |
| YTD | +57.7% | +18.0% | +39.7% | +42.5% |
| 1Y | +53.1% | +35.5% | +17.6% | +29.7% |
| 3Y | +299.6% | +34.8% | +264.8% | +225.1% |
| 5Y | +528.8% | +19.7% | +509.0% | +427.0% |
| All | +3,664.2% | +176.2% | +3,488.0% | +1,786.5% |
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