+795.4%
AU vs JBHT
+191.4%
+604.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.7% | +6.6% |
| 7D | +20.8% | +0.2% | +20.6% | +20.8% |
| 30D | +5.5% | -2.2% | +7.7% | +5.7% |
| 3M | +3.9% | -16.5% | +20.4% | +5.1% |
| 6M | -5.4% | -8.4% | +3.0% | -5.1% |
| YTD | +20.7% | +16.1% | +4.6% | +19.6% |
| 1Y | +49.8% | +31.9% | +17.9% | +47.7% |
| 3Y | +565.6% | +34.1% | +531.5% | +552.9% |
| 5Y | +500.4% | +20.1% | +480.3% | +487.7% |
| 10Y | +795.4% | +184.7% | +610.7% | +1,145.4% |
| All | +795.4% | +191.4% | +604.0% | +1,145.4% |
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 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