+1,164.6%
ARES vs JBHT
+300.0%
+864.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.2% |
| 7D | -1.7% | +4.9% | -6.6% | -3.7% |
| 30D | +0.3% | +0.6% | -0.3% | -0.2% |
| 3M | +8.5% | -3.2% | +11.7% | +9.2% |
| 6M | +23.5% | +17.0% | +6.5% | +13.5% |
| YTD | -11.2% | +41.7% | -52.9% | -25.5% |
| 1Y | -19.3% | +90.0% | -109.3% | -42.1% |
| 3Y | +48.7% | +47.0% | +1.7% | +17.5% |
| 5Y | +106.5% | +58.3% | +48.2% | +54.9% |
| 10Y | +1,055.3% | +273.9% | +781.4% | +465.7% |
| All | +1,164.6% | +300.0% | +864.7% | +502.6% |
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