+411.3%
JBL vs ALHC
-30.5%
+441.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +4.4% | -1.0% | +5.4% | +4.5% |
| 30D | -8.4% | -6.3% | -2.1% | -8.1% |
| 3M | -14.2% | -12.3% | -1.9% | -14.2% |
| 6M | +29.6% | -27.0% | +56.6% | +30.8% |
| YTD | +37.1% | -31.8% | +68.9% | +39.0% |
| 1Y | +49.5% | -17.0% | +66.5% | +49.1% |
| 3Y | +192.7% | +159.8% | +32.8% | +149.7% |
| 5Y | +411.3% | -25.1% | +436.5% | +379.7% |
| All | +411.3% | -30.5% | +441.8% | +379.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling