-57.9%
AUR vs JBHT
+34.8%
-92.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -4.7% |
| 7D | -4.5% | +7.0% | -11.6% | -8.6% |
| 30D | -16.6% | +0.5% | -17.1% | -16.9% |
| 3M | -38.5% | -17.4% | -21.1% | -31.0% |
| 6M | -49.9% | -1.7% | -48.2% | -50.8% |
| YTD | +9.6% | +20.7% | -11.1% | -8.1% |
| 1Y | +1.2% | +41.1% | -39.9% | -24.3% |
| 3Y | +128.8% | +38.0% | +90.8% | +71.1% |
| 5Y | -57.9% | +22.5% | -80.4% | -67.9% |
| All | -57.9% | +34.8% | -92.7% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling