+187.8%
JBHT vs ALK
-41.7%
+229.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.6% | +9.0% | -10.6% | -3.9% |
| 30D | -2.3% | -1.6% | -0.6% | -2.2% |
| 3M | -18.5% | -23.2% | +4.7% | -13.3% |
| 6M | -11.3% | -3.9% | -7.4% | -12.0% |
| YTD | +12.6% | -22.6% | +35.1% | +16.8% |
| 1Y | +29.8% | -5.3% | +35.1% | +27.5% |
| 3Y | +28.1% | +18.6% | +9.5% | +13.9% |
| 5Y | +17.7% | -34.4% | +52.1% | +19.2% |
| All | +187.8% | -41.7% | +229.5% | +189.1% |
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