+213.0%
ALNY vs JBHT
+176.2%
+36.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | 0.0% | +4.2% | -4.2% | -1.1% |
| 30D | -30.0% | -0.4% | -29.6% | -30.0% |
| 3M | -30.1% | -17.3% | -12.7% | -26.9% |
| 6M | -46.4% | -3.5% | -42.9% | -46.4% |
| YTD | -60.6% | +18.0% | -78.6% | -62.9% |
| 1Y | -65.4% | +35.5% | -100.9% | -68.7% |
| 3Y | -3.2% | +34.8% | -38.0% | -14.7% |
| 5Y | -8.3% | +19.7% | -28.1% | -18.2% |
| All | +213.0% | +176.2% | +36.9% | +124.3% |
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