+139.2%
AS vs JBHT
+16.0%
+123.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.8% |
| 7D | +13.8% | +1.7% | +12.1% | +13.2% |
| 30D | +16.7% | -1.2% | +17.8% | +17.0% |
| 3M | -11.5% | -17.1% | +5.6% | -6.6% |
| 6M | -5.5% | -4.4% | -1.1% | -6.3% |
| YTD | -14.2% | +17.5% | -31.7% | -21.5% |
| 1Y | +2.1% | +32.6% | -30.5% | -10.8% |
| All | +139.2% | +16.0% | +123.2% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling