+386.5%
AU vs JBHT
+21.4%
+365.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -1.1% | +4.2% | -5.3% | -1.6% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | -10.0% | -17.3% | +7.4% | -8.0% |
| 6M | -14.5% | -3.5% | -11.0% | -14.6% |
| YTD | +6.4% | +18.0% | -11.7% | +4.1% |
| 1Y | +7.7% | +35.5% | -27.9% | +4.2% |
| 3Y | +514.1% | +34.8% | +479.3% | +487.3% |
| 5Y | +386.5% | +19.7% | +366.8% | +353.1% |
| All | +386.5% | +21.4% | +365.1% | +353.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling