+214.4%
AON vs JBHT
+273.4%
-59.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -9.1% | +4.9% | -14.0% | -10.2% |
| 30D | -10.2% | +0.6% | -10.8% | -10.6% |
| 3M | +0.5% | -3.2% | +3.7% | +0.8% |
| 6M | -4.8% | +17.0% | -21.8% | -9.1% |
| YTD | -8.0% | +41.7% | -49.6% | -16.3% |
| 1Y | -13.1% | +90.0% | -103.1% | -27.4% |
| 3Y | -1.3% | +47.0% | -48.3% | -13.7% |
| 5Y | +14.9% | +58.3% | -43.4% | -4.4% |
| All | +214.4% | +273.4% | -59.0% | +89.3% |
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