+400.4%
ALAB vs JBHT
+47.5%
+352.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +6.9% | +8.8% |
| 7D | +7.2% | +4.9% | +2.3% | +5.6% |
| 30D | -2.5% | +0.6% | -3.1% | -2.6% |
| 3M | -13.3% | -3.2% | -10.1% | -12.5% |
| 6M | +172.8% | +17.0% | +155.9% | +157.2% |
| YTD | +86.6% | +41.7% | +44.9% | +65.0% |
| 1Y | +65.2% | +90.0% | -24.8% | +31.5% |
| All | +400.4% | +47.5% | +352.9% | +281.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling