+273.3%
JBHT vs ALM
+2,950.3%
-2,677.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.8% |
| 7D | +4.9% | -2.6% | +7.5% | +4.9% |
| 30D | +0.6% | +32.0% | -31.4% | +0.2% |
| 3M | -3.2% | -15.0% | +11.8% | -3.1% |
| 6M | +17.0% | -10.1% | +27.1% | +16.8% |
| YTD | +41.7% | +99.4% | -57.8% | +40.4% |
| 1Y | +90.0% | +316.4% | -226.4% | +86.6% |
| 3Y | +47.0% | +2,022.0% | -1,975.0% | +40.4% |
| 5Y | +58.3% | +941.2% | -882.9% | +51.8% |
| All | +273.3% | +2,950.3% | -2,677.1% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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