+189.7%
JBHT vs ALLE
+225.5%
-35.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.1% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.1% | +20.6% | -23.7% | -12.0% |
| 3M | -19.5% | +11.4% | -31.0% | -24.1% |
| 6M | -9.6% | +42.5% | -52.1% | -25.2% |
| YTD | +13.3% | +18.9% | -5.6% | +2.2% |
| 1Y | +29.7% | +14.2% | +15.5% | +19.4% |
| 3Y | +28.3% | +90.7% | -62.4% | -9.5% |
| 5Y | +18.5% | +52.5% | -34.0% | -8.5% |
| All | +189.7% | +225.5% | -35.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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