+40.3%
AU vs JBHT
+32.1%
+8.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.7% | +5.8% |
| 7D | +20.8% | +0.4% | +20.4% | +20.6% |
| 30D | +5.5% | -2.0% | +7.5% | +6.0% |
| 3M | +3.9% | -16.3% | +20.2% | +8.9% |
| 6M | -5.4% | -8.2% | +2.8% | -7.1% |
| YTD | +20.7% | +16.3% | +4.4% | +4.4% |
| All | +40.3% | +32.1% | +8.2% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling