+101.5%
HAS vs JBHT
+194.3%
-92.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | +31.3% | -3.1% | +34.4% | +32.9% |
| 3M | +32.1% | -19.5% | +51.7% | +42.7% |
| 6M | +28.1% | -9.6% | +37.7% | +30.9% |
| YTD | +49.1% | +13.3% | +35.8% | +37.8% |
| 1Y | +60.5% | +29.7% | +30.8% | +39.9% |
| 3Y | +183.9% | +28.3% | +155.6% | +139.8% |
| 5Y | +51.2% | +18.5% | +32.8% | +28.4% |
| All | +101.5% | +194.3% | -92.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling