+31.4%
ALB vs JBHT
+192.4%
-161.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.9% |
| 30D | -3.4% | -2.3% | -1.1% | -2.4% |
| 3M | -20.6% | -18.5% | -2.1% | -12.6% |
| 6M | -48.2% | -11.3% | -36.9% | -46.6% |
| YTD | -29.2% | +12.6% | -41.8% | -36.8% |
| 1Y | +10.0% | +29.8% | -19.8% | -9.6% |
| 3Y | -12.9% | +28.1% | -41.0% | -30.5% |
| 5Y | -61.3% | +17.7% | -79.0% | -68.2% |
| All | +31.4% | +192.4% | -161.0% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling