+52.6%
AZN vs JBHT
+35.7%
+16.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +4.2% | -5.5% | -1.6% |
| 30D | +18.3% | -0.4% | +18.7% | +18.3% |
| 3M | +16.3% | -17.3% | +33.7% | +17.4% |
| 6M | -0.1% | -3.5% | +3.4% | -0.2% |
| YTD | +1.3% | +18.0% | -16.7% | 0.0% |
| 1Y | +6.2% | +35.5% | -29.3% | +4.1% |
| All | +52.6% | +35.7% | +16.9% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling