+247.5%
JBHT vs ALLE
+344.1%
-96.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | +1.7% | +6.7% | -5.0% | -1.4% |
| 30D | -1.2% | +25.4% | -26.6% | -11.5% |
| 3M | -17.1% | +16.9% | -34.1% | -23.4% |
| 6M | -4.4% | +46.6% | -51.0% | -21.2% |
| YTD | +17.5% | +22.4% | -4.9% | +5.0% |
| 1Y | +32.6% | +17.7% | +14.9% | +20.8% |
| 3Y | +33.0% | +96.3% | -63.3% | -5.5% |
| 5Y | +20.3% | +57.4% | -37.1% | -7.1% |
| 10Y | +209.1% | +241.0% | -31.9% | +71.9% |
| All | +247.5% | +344.1% | -96.6% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling