-28.0%
AR vs JBHT
+259.0%
-287.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.3% | -6.7% |
| 7D | -11.1% | +1.7% | -12.8% | -11.8% |
| 30D | +7.9% | -1.2% | +9.1% | +8.0% |
| 3M | +4.9% | -17.1% | +22.0% | +12.1% |
| 6M | -5.3% | -4.4% | -0.9% | -5.7% |
| YTD | +8.6% | +17.5% | -8.9% | -2.6% |
| 1Y | +13.7% | +32.6% | -18.9% | -3.9% |
| 3Y | +22.8% | +33.0% | -10.3% | -2.0% |
| 5Y | +82.0% | +20.3% | +61.6% | +49.0% |
| 10Y | +51.8% | +209.1% | -157.2% | -27.8% |
| All | -28.0% | +259.0% | -287.1% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling