+201.6%
ARM vs JBHT
+22.3%
+179.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.8% |
| 7D | -18.7% | +1.7% | -20.4% | -19.4% |
| 30D | -36.7% | -1.2% | -35.5% | -36.5% |
| 3M | -31.6% | -17.1% | -14.5% | -25.8% |
| 6M | -5.6% | -4.4% | -1.2% | -5.7% |
| YTD | +75.5% | +17.5% | +58.0% | +56.3% |
| 1Y | +19.3% | +32.6% | -13.3% | -0.5% |
| 3Y | +258.6% | +33.0% | +225.5% | +206.8% |
| All | +201.6% | +22.3% | +179.4% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling