+260.3%
ALNY vs JBHT
+192.0%
+68.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -32.7% | -2.0% | -30.7% | -32.4% |
| 3M | -28.6% | -16.3% | -12.3% | -25.6% |
| 6M | -46.9% | -8.2% | -38.7% | -46.2% |
| YTD | -60.6% | +16.3% | -76.9% | -62.8% |
| 1Y | -64.6% | +32.2% | -96.8% | -67.8% |
| 3Y | -4.8% | +34.4% | -39.2% | -16.1% |
| 5Y | -14.8% | +20.3% | -35.2% | -24.3% |
| 10Y | +260.3% | +185.2% | +75.0% | +108.3% |
| All | +260.3% | +192.0% | +68.3% | +108.3% |
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