+317.7%
APH vs JBHT
+21.5%
+296.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.2% | -6.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -9.5% | -1.2% | -8.3% | -9.3% |
| 3M | -7.6% | -17.1% | +9.5% | -2.6% |
| 6M | +12.4% | -4.4% | +16.8% | +12.3% |
| YTD | +17.5% | +17.5% | 0.0% | +8.6% |
| 1Y | +16.4% | +32.6% | -16.2% | +2.9% |
| 3Y | +281.6% | +33.0% | +248.6% | +225.3% |
| 5Y | +317.7% | +20.3% | +297.4% | +255.3% |
| All | +317.7% | +21.5% | +296.3% | +255.3% |
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 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