+28.9%
JBHT vs ALM
+806.0%
-777.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.6% | +6.0% | -3.3% |
| 7D | -1.4% | -14.5% | +13.1% | -1.0% |
| 30D | -3.1% | -39.0% | +36.0% | -2.1% |
| 3M | -19.5% | -40.3% | +20.7% | -18.7% |
| 6M | -9.6% | -60.3% | +50.7% | -8.1% |
| YTD | +13.3% | -9.8% | +23.1% | +14.6% |
| 1Y | +29.7% | +30.8% | -1.1% | +31.4% |
| All | +28.9% | +806.0% | -777.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling