+187.8%
JBHT vs ALM
+2,022.9%
-1,835.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -1.6% | -6.7% | +5.1% | -1.5% |
| 30D | -2.3% | -32.9% | +30.6% | -1.8% |
| 3M | -18.5% | -39.5% | +21.0% | -17.9% |
| 6M | -11.3% | -62.0% | +50.7% | -10.3% |
| YTD | +12.6% | -7.8% | +20.4% | +12.8% |
| 1Y | +29.8% | +26.7% | +3.1% | +29.7% |
| 3Y | +28.1% | +825.4% | -797.3% | +24.1% |
| 5Y | +17.7% | +401.2% | -383.5% | +14.2% |
| All | +187.8% | +2,022.9% | -1,835.1% | +184.6% |
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