+445.5%
AU vs JBHT
+27.4%
+418.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.1% |
| 7D | +16.5% | -1.6% | +18.1% | +16.7% |
| 30D | +3.3% | -2.3% | +5.6% | +3.4% |
| 3M | +6.8% | -18.5% | +25.3% | +8.4% |
| 6M | -3.9% | -11.3% | +7.3% | -3.3% |
| YTD | +12.9% | +12.6% | +0.4% | +12.9% |
| 1Y | +43.5% | +29.8% | +13.7% | +43.8% |
| 3Y | +445.5% | +28.1% | +417.5% | +374.0% |
| All | +445.5% | +27.4% | +418.2% | +374.0% |
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 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