+6.4%
AAL vs JBHT
+32.1%
-25.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +5.9% |
| 7D | +8.3% | +0.4% | +7.8% | +8.2% |
| 30D | +11.0% | -2.0% | +12.9% | +12.1% |
| 3M | -11.2% | -16.3% | +5.1% | -4.7% |
| 6M | +6.1% | -8.2% | +14.3% | +5.9% |
| YTD | -7.6% | +16.3% | -23.9% | -24.3% |
| All | +6.4% | +32.1% | -25.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling