+40,523.5%
AZO vs JBHT
+11,510.1%
+29,013.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | +0.7% | +4.9% | -4.2% | -0.2% |
| 30D | -2.7% | +0.6% | -3.3% | -2.9% |
| 3M | -3.2% | -3.2% | 0.0% | -2.8% |
| 6M | -19.7% | +17.0% | -36.7% | -22.5% |
| YTD | -12.0% | +41.7% | -53.7% | -18.3% |
| 1Y | -29.5% | +90.0% | -119.5% | -38.6% |
| 3Y | +17.3% | +47.0% | -29.6% | +5.6% |
| 5Y | +94.1% | +58.3% | +35.8% | +70.1% |
| 10Y | +303.3% | +273.9% | +29.4% | +196.3% |
| All | +40,523.5% | +11,510.1% | +29,013.4% | +16,305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling