+313.9%
JBHT vs ARMK
+350.8%
-36.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +4.9% | -2.4% | +7.3% | +5.5% |
| 30D | +0.6% | 0.0% | +0.6% | +0.4% |
| 3M | -3.2% | +6.7% | -9.9% | -4.9% |
| 6M | +17.0% | +38.8% | -21.9% | +7.3% |
| YTD | +41.7% | +55.2% | -13.5% | +26.4% |
| 1Y | +90.0% | +46.6% | +43.4% | +71.5% |
| 3Y | +47.0% | +112.9% | -65.9% | +20.0% |
| 5Y | +58.3% | +144.0% | -85.7% | +23.7% |
| 10Y | +273.9% | +132.4% | +141.5% | +198.6% |
| All | +313.9% | +350.8% | -36.9% | +191.8% |
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