-9.0%
AUR vs JBHT
+34.8%
-43.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.8% |
| 7D | -19.8% | +1.7% | -21.5% | -20.3% |
| 30D | -29.0% | -1.2% | -27.9% | -28.7% |
| 3M | -43.6% | -17.1% | -26.4% | -40.3% |
| 6M | -36.6% | -4.4% | -32.3% | -35.9% |
| YTD | +6.3% | +17.5% | -11.2% | -6.0% |
| 1Y | -9.0% | +32.6% | -41.6% | -22.4% |
| All | -9.0% | +34.8% | -43.9% | -22.4% |
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 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