+90.0%
JBHT vs ALC
-10.2%
+100.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.5% |
| 7D | +4.9% | -2.1% | +7.0% | +5.6% |
| 30D | +0.6% | -0.1% | +0.7% | +0.2% |
| 3M | -3.2% | +5.9% | -9.1% | -5.8% |
| 6M | +17.0% | -15.9% | +32.9% | +27.8% |
| YTD | +41.7% | -10.1% | +51.8% | +47.2% |
| 1Y | +90.0% | -10.2% | +100.2% | +91.9% |
| All | +90.0% | -10.2% | +100.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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