+899.1%
AU vs JBHT
+183.5%
+715.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | +4.7% | +0.5% | +4.2% | +4.6% |
| 30D | -1.5% | -0.1% | -1.5% | -1.6% |
| 3M | -5.0% | -14.0% | +9.0% | -4.1% |
| 6M | -13.5% | -5.1% | -8.4% | -13.4% |
| YTD | +11.7% | +18.0% | -6.3% | +10.5% |
| 1Y | +21.3% | +36.5% | -15.2% | +19.2% |
| 3Y | +545.0% | +34.8% | +510.2% | +531.0% |
| 5Y | +412.0% | +21.4% | +390.5% | +399.7% |
| 10Y | +899.1% | +178.0% | +721.1% | +978.9% |
| All | +899.1% | +183.5% | +715.6% | +978.9% |
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 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