+133.2%
JBHT vs ALC
+32.2%
+101.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.2% | +2.1% | -1.8% | -0.6% |
| 30D | -2.2% | +17.2% | -19.4% | -8.0% |
| 3M | -16.5% | +4.6% | -21.1% | -18.2% |
| 6M | -8.4% | +20.1% | -28.5% | -15.1% |
| YTD | +16.1% | -4.2% | +20.3% | +16.6% |
| 1Y | +31.9% | +2.1% | +29.9% | +29.2% |
| 3Y | +34.1% | +4.5% | +29.6% | +28.3% |
| 5Y | +20.1% | -12.3% | +32.4% | +20.3% |
| All | +133.2% | +32.2% | +101.0% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling