+66.0%
JBHT vs ABCL
-81.8%
+147.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -2.9% |
| 7D | -1.4% | -14.9% | +13.5% | -0.3% |
| 30D | -3.1% | -15.4% | +12.3% | -2.1% |
| 3M | -19.5% | +88.0% | -107.6% | -24.1% |
| 6M | -9.6% | +138.8% | -148.4% | -17.2% |
| YTD | +13.3% | +225.4% | -212.1% | +0.4% |
| 1Y | +29.7% | +137.3% | -107.6% | +17.7% |
| 3Y | +28.3% | +136.8% | -108.5% | +11.2% |
| 5Y | +18.5% | -26.2% | +44.7% | +5.7% |
| All | +66.0% | -81.8% | +147.8% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling