-34.9%
AUR vs JBHT
+58.7%
-93.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.4% |
| 7D | +19.2% | +7.1% | +12.1% | +14.1% |
| 30D | -7.8% | +2.3% | -10.1% | -8.9% |
| 3M | +4.0% | -4.5% | +8.5% | +6.6% |
| 6M | +45.0% | +29.2% | +15.8% | +19.2% |
| YTD | +69.5% | +42.2% | +27.4% | +29.5% |
| 1Y | +13.0% | +93.7% | -80.7% | -33.7% |
| 3Y | +90.4% | +53.2% | +37.2% | +35.0% |
| 5Y | -34.2% | +62.4% | -96.6% | -54.2% |
| All | -34.9% | +58.7% | -93.6% | -54.8% |
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