+409.6%
JBL vs ALHC
-59.6%
+469.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | +0.1% | -5.5% | +5.7% | +0.5% |
| 30D | -17.0% | -4.9% | -12.1% | -16.8% |
| 3M | -27.4% | -41.7% | +14.4% | -25.3% |
| 6M | -29.1% | -55.2% | +26.1% | -26.4% |
| YTD | +13.6% | -61.1% | +74.7% | +18.7% |
| 1Y | +22.8% | -53.3% | +76.1% | +26.5% |
| 3Y | +103.0% | +28.2% | +74.8% | +84.4% |
| 5Y | +307.4% | -65.8% | +373.2% | +292.0% |
| All | +409.6% | -59.6% | +469.2% | +373.7% |
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