+72.4%
JBHT vs ALHC
-28.9%
+101.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | -3.2% | -10.2% | +6.9% | -3.4% |
| 6M | +17.0% | -28.3% | +45.2% | +17.9% |
| YTD | +41.7% | -31.4% | +73.1% | +43.1% |
| 1Y | +90.0% | -16.9% | +106.9% | +89.4% |
| 3Y | +47.0% | +135.5% | -88.5% | +32.2% |
| 5Y | +58.3% | -33.6% | +91.9% | +44.4% |
| All | +72.4% | -28.9% | +101.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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