+512.9%
JBL vs ALHC
-31.6%
+544.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +4.0% | -4.1% | +8.1% | +4.3% |
| 30D | -7.5% | -5.4% | -2.0% | -7.2% |
| 3M | -14.1% | -32.1% | +18.1% | -12.3% |
| 6M | +25.9% | -28.5% | +54.4% | +27.2% |
| YTD | +36.7% | -34.0% | +70.7% | +38.8% |
| 1Y | +49.0% | -20.9% | +69.9% | +49.2% |
| 3Y | +191.8% | +151.5% | +40.2% | +152.0% |
| 5Y | +409.8% | -28.8% | +438.6% | +374.2% |
| All | +512.9% | -31.6% | +544.5% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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