+189.7%
JBHT vs ACM
+154.9%
+34.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.7% |
| 7D | -1.4% | +5.1% | -6.4% | -3.3% |
| 30D | -3.1% | +11.5% | -14.6% | -7.3% |
| 3M | -19.5% | -10.5% | -9.1% | -16.6% |
| 6M | -9.6% | -20.4% | +10.8% | -2.2% |
| YTD | +13.3% | -28.9% | +42.2% | +27.7% |
| 1Y | +29.7% | -48.7% | +78.4% | +67.1% |
| 3Y | +28.3% | -12.5% | +40.8% | +30.7% |
| 5Y | +18.5% | +0.5% | +17.9% | +13.3% |
| All | +189.7% | +154.9% | +34.7% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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