+184.6%
JBHT vs ALC
+24.0%
+160.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.6% |
| 7D | +4.9% | -2.1% | +7.0% | +5.7% |
| 30D | +0.6% | -0.1% | +0.7% | +0.4% |
| 3M | -3.2% | +5.9% | -9.1% | -5.7% |
| 6M | +17.0% | -15.9% | +32.9% | +23.8% |
| YTD | +41.7% | -10.1% | +51.8% | +45.9% |
| 1Y | +90.0% | -10.2% | +100.2% | +95.7% |
| 3Y | +47.0% | -13.6% | +60.5% | +51.1% |
| 5Y | +58.3% | -15.1% | +73.4% | +60.5% |
| All | +184.6% | +24.0% | +160.6% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling