+273.3%
JBHT vs ALLY
+191.1%
+82.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +4.9% | +3.7% | +1.2% | +3.7% |
| 30D | +0.6% | -2.3% | +2.8% | +1.3% |
| 3M | -3.2% | +3.8% | -7.0% | -4.6% |
| 6M | +17.0% | +9.7% | +7.2% | +13.1% |
| YTD | +41.7% | -1.4% | +43.1% | +41.6% |
| 1Y | +90.0% | +8.2% | +81.7% | +83.3% |
| 3Y | +47.0% | +66.5% | -19.5% | +21.3% |
| 5Y | +58.3% | +1.2% | +57.1% | +46.6% |
| All | +273.3% | +191.1% | +82.1% | +140.9% |
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