+338.0%
AZN vs JBHT
+176.2%
+161.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +4.2% | -5.5% | -1.9% |
| 30D | +18.3% | -0.4% | +18.7% | +18.4% |
| 3M | +16.3% | -17.3% | +33.7% | +19.2% |
| 6M | -0.1% | -3.5% | +3.4% | -0.3% |
| YTD | +1.3% | +18.0% | -16.7% | -2.2% |
| 1Y | +6.2% | +35.5% | -29.3% | +0.3% |
| 3Y | +53.9% | +34.8% | +19.1% | +42.4% |
| 5Y | +72.8% | +19.7% | +53.1% | +60.8% |
| All | +338.0% | +176.2% | +161.8% | +234.7% |
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