+20.3%
JBHT vs ALK
-28.8%
+49.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | -1.3% |
| 7D | +1.7% | +12.4% | -10.7% | -1.7% |
| 30D | -1.2% | +2.1% | -3.2% | -2.0% |
| 3M | -17.1% | -23.9% | +6.7% | -11.3% |
| 6M | -4.4% | +8.2% | -12.6% | -8.6% |
| YTD | +17.5% | -20.5% | +38.0% | +21.3% |
| 1Y | +32.6% | -1.0% | +33.6% | +27.8% |
| 3Y | +33.0% | +19.2% | +13.8% | +13.3% |
| 5Y | +20.3% | -28.2% | +48.6% | +16.5% |
| All | +20.3% | -28.8% | +49.1% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling