+262.0%
ALNY vs JBHT
+275.4%
-13.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +12.2% | +4.9% | +7.4% | +10.6% |
| 30D | +16.3% | +0.6% | +15.8% | +16.0% |
| 3M | -12.4% | -3.2% | -9.2% | -11.8% |
| 6M | -18.7% | +17.0% | -35.6% | -22.9% |
| YTD | -33.1% | +41.7% | -74.7% | -40.0% |
| 1Y | -41.3% | +90.0% | -131.3% | -52.3% |
| 3Y | +32.3% | +47.0% | -14.7% | +13.6% |
| 5Y | +34.8% | +58.3% | -23.5% | +10.2% |
| All | +262.0% | +275.4% | -13.5% | +54.3% |
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 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