+18.5%
JBHT vs ALM
+390.7%
-372.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.6% | +6.0% | -3.3% |
| 7D | -1.4% | -14.5% | +13.1% | -1.1% |
| 30D | -3.1% | -39.0% | +36.0% | -2.1% |
| 3M | -19.5% | -40.3% | +20.7% | -18.8% |
| 6M | -9.6% | -60.3% | +50.7% | -8.2% |
| YTD | +13.3% | -9.8% | +23.1% | +14.0% |
| 1Y | +29.7% | +30.8% | -1.1% | +30.3% |
| 3Y | +28.3% | +772.4% | -744.1% | +22.4% |
| 5Y | +18.5% | +390.7% | -372.3% | +11.7% |
| All | +18.5% | +390.7% | -372.3% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling