+127.7%
JBHT vs ALC
+34.7%
+93.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -1.4% | +7.6% | -9.0% | -4.1% |
| 30D | -3.1% | +21.1% | -24.2% | -9.9% |
| 3M | -19.5% | +8.5% | -28.0% | -22.2% |
| 6M | -9.6% | +2.8% | -12.4% | -11.5% |
| YTD | +13.3% | -2.4% | +15.7% | +13.0% |
| 1Y | +29.7% | +3.5% | +26.2% | +26.3% |
| 3Y | +28.3% | +4.2% | +24.1% | +22.9% |
| 5Y | +18.5% | -9.0% | +27.4% | +17.0% |
| All | +127.7% | +34.7% | +93.0% | +81.2% |
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