+7.3%
AVAV vs JBHT
+15.0%
-7.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.3% | -8.8% |
| 7D | -24.3% | -1.4% | -22.9% | -24.0% |
| 30D | -28.9% | -3.1% | -25.8% | -28.3% |
| 3M | -39.3% | -19.5% | -19.7% | -35.5% |
| 6M | -38.8% | -9.6% | -29.2% | -37.3% |
| YTD | -57.8% | +13.3% | -71.1% | -59.9% |
| 1Y | -70.9% | +29.7% | -100.6% | -73.5% |
| 3Y | -14.8% | +28.3% | -43.1% | -24.0% |
| 5Y | +7.3% | +18.5% | -11.2% | -6.1% |
| All | +7.3% | +15.0% | -7.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling