+189.7%
JBHT vs ALLY
+194.4%
-4.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -3.1% |
| 7D | -1.4% | -1.1% | -0.2% | -1.1% |
| 30D | -3.1% | +4.2% | -7.2% | -4.4% |
| 3M | -19.5% | -12.4% | -7.1% | -16.0% |
| 6M | -9.6% | -8.7% | -0.9% | -7.1% |
| YTD | +13.3% | -11.6% | +25.0% | +17.4% |
| 1Y | +29.7% | +0.2% | +29.5% | +28.9% |
| 3Y | +28.3% | +57.1% | -28.8% | +8.4% |
| 5Y | +18.5% | -6.8% | +25.3% | +13.1% |
| All | +189.7% | +194.4% | -4.7% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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