+97.4%
JBL vs ALHC
+22.7%
+74.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.2% |
| 7D | +6.3% | +0.3% | +6.1% | +6.3% |
| 30D | -13.5% | -10.6% | -2.9% | -13.4% |
| 3M | -31.3% | -45.3% | +14.0% | -30.9% |
| 6M | -28.4% | -59.7% | +31.3% | -27.7% |
| YTD | +11.6% | -62.7% | +74.3% | +12.7% |
| 1Y | +26.1% | -56.1% | +82.2% | +27.1% |
| 3Y | +97.4% | +21.3% | +76.1% | +82.3% |
| All | +97.4% | +22.7% | +74.7% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling