+335.4%
AZN vs JBHT
+183.5%
+152.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.9% | +0.5% | -2.3% | -1.9% |
| 30D | +17.1% | -0.1% | +17.2% | +17.1% |
| 3M | +16.8% | -14.0% | +30.9% | +19.0% |
| 6M | +2.0% | -5.1% | +7.1% | +2.0% |
| YTD | +1.9% | +18.0% | -16.1% | -1.6% |
| 1Y | +5.2% | +36.5% | -31.3% | -0.8% |
| 3Y | +54.8% | +34.8% | +20.0% | +43.3% |
| 5Y | +62.4% | +21.4% | +41.0% | +50.7% |
| 10Y | +335.4% | +178.0% | +157.5% | +233.2% |
| All | +335.4% | +183.5% | +152.0% | +233.2% |
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