+273.3%
JBHT vs ALK
-34.2%
+307.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | +4.9% | -0.7% | +5.5% | +5.1% |
| 30D | +0.6% | -19.2% | +19.8% | +6.0% |
| 3M | -3.2% | -1.5% | -1.7% | -3.8% |
| 6M | +17.0% | -13.1% | +30.0% | +18.9% |
| YTD | +41.7% | -16.4% | +58.1% | +44.7% |
| 1Y | +90.0% | -33.1% | +123.1% | +104.5% |
| 3Y | +47.0% | +0.6% | +46.4% | +37.1% |
| 5Y | +58.3% | -26.4% | +84.7% | +56.0% |
| All | +273.3% | -34.2% | +307.5% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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