+59.9%
JBHT vs ALLE
+13.7%
+46.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +0.6% | -6.8% | +7.4% | +4.1% |
| 3M | -3.2% | +21.0% | -24.2% | -13.2% |
| 6M | +17.0% | +1.1% | +15.9% | +15.3% |
| YTD | +41.7% | -0.5% | +42.2% | +40.0% |
| 1Y | +90.0% | -7.3% | +97.2% | +95.0% |
| 3Y | +47.0% | +42.3% | +4.7% | +18.6% |
| All | +59.9% | +13.7% | +46.1% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling