+273.3%
JBHT vs ACM
+127.0%
+146.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +4.9% | -3.7% | +8.6% | +6.5% |
| 30D | +0.6% | -11.1% | +11.7% | +4.6% |
| 3M | -3.2% | -8.0% | +4.8% | -1.1% |
| 6M | +17.0% | -29.7% | +46.6% | +33.0% |
| YTD | +41.7% | -29.4% | +71.0% | +60.1% |
| 1Y | +90.0% | -46.4% | +136.4% | +139.5% |
| 3Y | +47.0% | -22.3% | +69.3% | +57.3% |
| 5Y | +58.3% | +4.5% | +53.8% | +48.9% |
| All | +273.3% | +127.0% | +146.3% | +157.2% |
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