+162.2%
ARM vs JBHT
+17.9%
+144.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.6% | -9.5% | -11.3% |
| 7D | -27.1% | -1.4% | -25.7% | -26.5% |
| 30D | -44.9% | -3.1% | -41.8% | -44.1% |
| 3M | -39.3% | -19.5% | -19.7% | -33.0% |
| 6M | -20.2% | -9.6% | -10.6% | -17.7% |
| YTD | +52.5% | +13.3% | +39.2% | +38.6% |
| 1Y | +4.1% | +29.7% | -25.6% | -12.1% |
| 3Y | +211.7% | +28.3% | +183.4% | +172.1% |
| All | +162.2% | +17.9% | +144.3% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling