+184.7%
JBHT vs ALM
+2,221.4%
-2,036.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.0% | +3.0% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | -2.2% | -26.1% | +23.9% | -1.8% |
| 3M | -16.5% | -38.1% | +21.7% | -16.0% |
| 6M | -8.4% | -55.4% | +47.0% | -7.7% |
| YTD | +16.1% | -0.4% | +16.5% | +16.1% |
| 1Y | +31.9% | +25.4% | +6.6% | +31.8% |
| 3Y | +34.1% | +907.8% | -873.6% | +29.9% |
| 5Y | +20.1% | +440.2% | -420.1% | +16.4% |
| 10Y | +184.7% | +2,031.1% | -1,846.5% | +181.7% |
| All | +184.7% | +2,221.4% | -2,036.8% | +181.7% |
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