+32.6%
JBHT vs ALC
+4.2%
+28.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | -0.6% |
| 7D | +1.7% | +10.7% | -9.0% | -1.0% |
| 30D | -1.2% | +20.2% | -21.3% | -5.9% |
| 3M | -17.1% | +8.9% | -26.0% | -19.4% |
| 6M | -4.4% | +5.7% | -10.1% | -6.8% |
| YTD | +17.5% | -1.4% | +18.9% | +17.5% |
| 1Y | +32.6% | +4.7% | +27.9% | +28.6% |
| All | +32.6% | +4.2% | +28.4% | +28.6% |
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