+16.3%
AON vs JBHT
+58.3%
-42.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.6% |
| 7D | -9.1% | +4.9% | -14.0% | -9.8% |
| 30D | -10.2% | +0.6% | -10.8% | -10.4% |
| 3M | +0.5% | -3.2% | +3.7% | +0.8% |
| 6M | -4.8% | +17.0% | -21.8% | -7.6% |
| YTD | -8.0% | +41.7% | -49.6% | -13.6% |
| 1Y | -13.1% | +90.0% | -103.1% | -22.8% |
| 3Y | -1.3% | +47.0% | -48.3% | -9.2% |
| All | +16.3% | +58.3% | -42.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling