-17.4%
ALB vs JBHT
+39.4%
-56.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.9% |
| 7D | -5.8% | +7.0% | -12.8% | -7.2% |
| 30D | -4.5% | +0.5% | -5.0% | -4.7% |
| 3M | -28.1% | -17.4% | -10.7% | -25.3% |
| 6M | -53.2% | -1.7% | -51.5% | -54.8% |
| YTD | -33.3% | +20.7% | -54.0% | -41.2% |
| 1Y | -17.4% | +41.1% | -58.5% | -31.3% |
| All | -17.4% | +39.4% | -56.8% | -31.3% |
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