+242.7%
JBHT vs ALLY
+104.2%
+138.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | -0.1% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | -1.2% | +5.6% | -6.7% | -2.9% |
| 3M | -17.1% | -11.7% | -5.4% | -13.8% |
| 6M | -4.4% | -7.0% | +2.6% | -2.4% |
| YTD | +17.5% | -10.4% | +27.9% | +21.0% |
| 1Y | +32.6% | +2.4% | +30.2% | +31.0% |
| 3Y | +33.0% | +59.2% | -26.2% | +12.6% |
| 5Y | +20.3% | -5.0% | +25.4% | +14.3% |
| 10Y | +209.1% | +204.5% | +4.6% | +99.7% |
| All | +242.7% | +104.2% | +138.5% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling