+126.2%
JBHT vs ALC
+31.8%
+94.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -1.6% | +4.9% | -6.5% | -3.4% |
| 30D | -2.3% | +19.0% | -21.2% | -8.6% |
| 3M | -18.5% | +7.8% | -26.2% | -21.0% |
| 6M | -11.3% | +14.6% | -25.8% | -16.3% |
| YTD | +12.6% | -4.4% | +17.0% | +13.1% |
| 1Y | +29.8% | +1.4% | +28.4% | +27.4% |
| 3Y | +28.1% | +2.5% | +25.6% | +23.4% |
| 5Y | +17.7% | -10.9% | +28.6% | +17.1% |
| All | +126.2% | +31.8% | +94.4% | +81.4% |
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