+304.7%
AZO vs JBHT
+276.8%
+27.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -0.5% | +7.1% | -7.6% | -2.2% |
| 30D | -5.6% | +2.3% | -7.9% | -6.4% |
| 3M | -4.0% | -4.5% | +0.5% | -3.2% |
| 6M | -18.9% | +29.2% | -48.2% | -24.8% |
| YTD | -13.0% | +42.2% | -55.1% | -21.5% |
| 1Y | -30.4% | +93.7% | -124.2% | -43.0% |
| 3Y | +12.7% | +53.2% | -40.5% | -3.8% |
| 5Y | +89.6% | +62.4% | +27.2% | +54.1% |
| 10Y | +304.7% | +274.7% | +30.0% | +143.0% |
| All | +304.7% | +276.8% | +27.9% | +143.0% |
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 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