+90.0%
JBHT vs ABCL
+186.8%
-96.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +4.9% | +0.7% | +4.2% | +4.9% |
| 30D | +0.6% | +93.1% | -92.5% | -1.8% |
| 3M | -3.2% | +79.4% | -82.6% | -5.4% |
| 6M | +17.0% | +214.9% | -197.9% | +9.4% |
| YTD | +41.7% | +234.2% | -192.6% | +31.9% |
| 1Y | +90.0% | +174.8% | -84.8% | +70.2% |
| All | +90.0% | +186.8% | -96.8% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling