+86.1%
ARM vs JBHT
+89.9%
-3.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +3.1% |
| 7D | +5.5% | +4.9% | +0.6% | +4.0% |
| 30D | -8.2% | +0.6% | -8.8% | -8.3% |
| 3M | -35.9% | -3.2% | -32.7% | -35.5% |
| 6M | +103.1% | +17.0% | +86.2% | +92.0% |
| YTD | +130.6% | +41.7% | +89.0% | +113.2% |
| 1Y | +86.1% | +90.0% | -3.9% | +66.4% |
| All | +86.1% | +89.9% | -3.8% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling