+1,147.9%
ARES vs JBHT
+231.7%
+916.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.1% | +5.7% |
| 7D | +10.5% | +1.7% | +8.8% | +9.7% |
| 30D | +16.8% | -1.2% | +18.0% | +17.3% |
| 3M | -3.2% | -17.1% | +13.9% | +4.1% |
| 6M | +16.4% | -4.4% | +20.8% | +16.7% |
| YTD | -12.4% | +17.5% | -29.9% | -20.7% |
| 1Y | -6.9% | +32.6% | -39.5% | -20.3% |
| 3Y | +40.3% | +33.0% | +7.3% | +14.9% |
| 5Y | +86.2% | +20.3% | +65.9% | +57.2% |
| 10Y | +1,232.0% | +209.1% | +1,022.9% | +604.5% |
| All | +1,147.9% | +231.7% | +916.2% | +540.9% |
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