+2,885.9%
ALB vs JBHT
+6,219.9%
-3,334.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.3% | -5.4% |
| 7D | -8.1% | +4.9% | -12.9% | -9.6% |
| 30D | +6.3% | +0.6% | +5.7% | +5.7% |
| 3M | -23.6% | -3.2% | -20.4% | -23.4% |
| 6M | -24.6% | +17.0% | -41.6% | -29.2% |
| YTD | -10.3% | +41.7% | -51.9% | -21.0% |
| 1Y | +61.5% | +90.0% | -28.5% | +27.2% |
| 3Y | -34.0% | +47.0% | -81.0% | -43.3% |
| 5Y | -44.6% | +58.3% | -102.9% | -53.7% |
| 10Y | +76.1% | +273.9% | -197.8% | +14.0% |
| All | +2,885.9% | +6,219.9% | -3,334.0% | +1,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling