+11,207.6%
JBHT vs ALK
+839.9%
+10,367.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | -3.2% | -1.5% | -1.7% | -3.9% |
| 6M | +17.0% | -13.1% | +30.0% | +19.1% |
| YTD | +41.7% | -16.4% | +58.1% | +45.0% |
| 1Y | +90.0% | -33.1% | +123.1% | +105.7% |
| 3Y | +47.0% | +0.6% | +46.4% | +36.3% |
| 5Y | +58.3% | -26.4% | +84.7% | +56.4% |
| 10Y | +273.9% | -34.2% | +308.1% | +240.1% |
| All | +11,207.6% | +839.9% | +10,367.7% | +3,656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling