+2,153.1%
ALB vs JBHT
+5,141.6%
-2,988.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.6% |
| 30D | -9.0% | -1.2% | -7.8% | -8.7% |
| 3M | -21.1% | -17.1% | -4.0% | -16.7% |
| 6M | -49.9% | -4.4% | -45.5% | -49.9% |
| YTD | -32.3% | +17.5% | -49.8% | -36.9% |
| 1Y | +8.6% | +32.6% | -24.0% | -2.7% |
| 3Y | -22.2% | +33.0% | -55.2% | -31.2% |
| 5Y | -63.0% | +20.3% | -83.3% | -66.3% |
| 10Y | +29.9% | +209.1% | -179.1% | -10.7% |
| All | +2,153.1% | +5,141.6% | -2,988.5% | +828.0% |
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