-56.5%
AUR vs JBHT
+31.7%
-88.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +7.9% | +4.2% | +3.8% | +5.2% |
| 30D | -18.5% | -0.4% | -18.1% | -18.3% |
| 3M | -36.7% | -17.3% | -19.3% | -29.0% |
| 6M | -39.8% | -3.5% | -36.3% | -40.1% |
| YTD | +13.3% | +18.0% | -4.8% | -3.6% |
| 1Y | +2.8% | +35.5% | -32.7% | -20.9% |
| 3Y | +139.7% | +34.8% | +104.9% | +82.0% |
| 5Y | -56.5% | +19.7% | -76.2% | -66.4% |
| All | -56.5% | +31.7% | -88.2% | -66.4% |
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 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