+338.9%
AZO vs JBHT
+192.0%
+146.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +10.6% | -2.0% | +12.5% | +11.1% |
| 3M | +4.0% | -16.3% | +20.3% | +8.1% |
| 6M | -7.0% | -8.2% | +1.2% | -6.0% |
| YTD | -4.1% | +16.3% | -20.4% | -9.5% |
| 1Y | -12.6% | +32.2% | -44.8% | -20.4% |
| 3Y | +21.4% | +34.4% | -13.0% | +6.2% |
| 5Y | +74.2% | +20.3% | +53.9% | +54.5% |
| 10Y | +338.9% | +185.2% | +153.6% | +189.9% |
| All | +338.9% | +192.0% | +146.8% | +189.9% |
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