+788.4%
AU vs JBHT
+4,986.9%
-4,198.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.6% |
| 7D | -3.6% | +4.9% | -8.5% | -4.1% |
| 30D | +23.9% | +0.6% | +23.3% | +23.8% |
| 3M | +19.1% | -3.2% | +22.3% | +19.3% |
| 6M | -0.2% | +17.0% | -17.1% | -2.0% |
| YTD | +32.5% | +41.7% | -9.2% | +27.6% |
| 1Y | +96.9% | +90.0% | +7.0% | +83.8% |
| 3Y | +614.7% | +47.0% | +567.8% | +577.2% |
| 5Y | +647.7% | +58.3% | +589.4% | +598.0% |
| 10Y | +679.2% | +273.9% | +405.3% | +549.8% |
| All | +788.4% | +4,986.9% | -4,198.6% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling