+875.6%
JBHT vs ACM
+240.6%
+635.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | -0.1% |
| 7D | +1.7% | +9.5% | -7.8% | -1.9% |
| 30D | -1.2% | +14.7% | -15.9% | -6.3% |
| 3M | -17.1% | -9.5% | -7.6% | -14.6% |
| 6M | -4.4% | -18.0% | +13.7% | +1.7% |
| YTD | +17.5% | -27.3% | +44.8% | +30.2% |
| 1Y | +32.6% | -47.0% | +79.6% | +65.5% |
| 3Y | +33.0% | -10.6% | +43.6% | +34.6% |
| 5Y | +20.3% | +5.3% | +15.0% | +13.6% |
| 10Y | +209.1% | +167.0% | +42.1% | +92.1% |
| All | +875.6% | +240.6% | +635.0% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling