+49.0%
JBL vs ALHC
-19.3%
+68.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | +4.0% | -4.1% | +8.1% | +4.1% |
| 30D | -7.5% | -5.4% | -2.0% | -7.4% |
| 3M | -14.1% | -32.1% | +18.1% | -13.1% |
| 6M | +25.9% | -28.5% | +54.4% | +25.0% |
| YTD | +36.7% | -34.0% | +70.7% | +37.7% |
| 1Y | +49.0% | -20.9% | +69.9% | +48.4% |
| All | +49.0% | -19.3% | +68.3% | +48.4% |
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