+231.1%
JBHT vs ARMK
+299.4%
-68.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.6% |
| 7D | -1.4% | -10.2% | +8.8% | +1.3% |
| 30D | -3.1% | -9.3% | +6.2% | -0.8% |
| 3M | -19.5% | -11.4% | -8.2% | -17.2% |
| 6M | -9.6% | +11.6% | -21.2% | -12.4% |
| YTD | +13.3% | +37.5% | -24.2% | +4.2% |
| 1Y | +29.7% | +34.9% | -5.2% | +19.8% |
| 3Y | +28.3% | +83.4% | -55.1% | +8.8% |
| 5Y | +18.5% | +87.9% | -69.4% | -1.5% |
| 10Y | +198.1% | +117.0% | +81.1% | +141.5% |
| All | +231.1% | +299.4% | -68.3% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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