+647.6%
AU vs JBHT
+272.5%
+375.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.5% |
| 7D | -3.6% | +4.9% | -8.5% | -4.0% |
| 30D | +23.9% | +0.6% | +23.3% | +23.8% |
| 3M | +19.1% | -3.2% | +22.3% | +19.2% |
| 6M | -0.2% | +17.0% | -17.1% | -1.5% |
| YTD | +32.5% | +41.7% | -9.2% | +29.6% |
| 1Y | +96.9% | +90.0% | +7.0% | +90.1% |
| 3Y | +614.7% | +47.0% | +567.8% | +596.8% |
| 5Y | +647.7% | +58.3% | +589.4% | +623.0% |
| All | +647.6% | +272.5% | +375.1% | +697.0% |
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 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