+511.3%
JBL vs ALHC
-28.9%
+540.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | -8.3% | -1.0% | -7.2% | -8.3% |
| 3M | -16.9% | -10.2% | -6.7% | -17.1% |
| 6M | +21.8% | -28.3% | +50.0% | +23.1% |
| YTD | +36.3% | -31.4% | +67.7% | +38.1% |
| 1Y | +49.5% | -16.9% | +66.4% | +49.2% |
| 3Y | +170.6% | +135.5% | +35.1% | +136.0% |
| 5Y | +408.4% | -33.6% | +442.0% | +374.0% |
| All | +511.3% | -28.9% | +540.2% | +451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling