+235.3%
AON vs JBHT
+182.5%
+52.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.0% |
| 7D | +1.0% | +7.0% | -6.0% | -0.5% |
| 30D | +23.2% | +0.5% | +22.7% | +22.9% |
| 3M | -5.0% | -17.4% | +12.3% | -1.4% |
| 6M | +9.3% | -1.7% | +11.1% | +8.6% |
| YTD | -3.4% | +20.7% | -24.1% | -9.3% |
| 1Y | -2.9% | +41.1% | -44.0% | -12.4% |
| 3Y | +3.6% | +38.0% | -34.3% | -9.0% |
| 5Y | +16.9% | +22.5% | -5.6% | +4.0% |
| All | +235.3% | +182.5% | +52.8% | +122.0% |
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