+14.1%
JBL vs ALHC
-52.7%
+66.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.2% |
| 7D | -8.1% | +3.8% | -11.8% | -8.0% |
| 30D | -18.4% | +1.7% | -20.1% | -18.3% |
| 3M | -25.8% | -44.3% | +18.6% | -24.9% |
| 6M | -29.6% | -57.2% | +27.6% | -28.3% |
| YTD | +9.6% | -61.2% | +70.8% | +11.2% |
| 1Y | +14.1% | -53.2% | +67.2% | +8.9% |
| All | +14.1% | -52.7% | +66.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling