+30.2%
ALB vs JBHT
+194.3%
-164.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.6% | +7.1% | +5.5% |
| 7D | +5.5% | -1.4% | +6.9% | +6.1% |
| 30D | -7.5% | -3.1% | -4.4% | -6.1% |
| 3M | -16.9% | -19.5% | +2.6% | -8.0% |
| 6M | -49.2% | -9.6% | -39.6% | -48.2% |
| YTD | -29.9% | +13.3% | -43.2% | -37.6% |
| 1Y | +8.2% | +29.7% | -21.5% | -11.1% |
| 3Y | -19.4% | +28.3% | -47.7% | -35.7% |
| 5Y | -61.6% | +18.5% | -80.1% | -68.6% |
| All | +30.2% | +194.3% | -164.1% | -23.4% |
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