+56.9%
HAS vs JBHT
+273.4%
-216.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.7% |
| 7D | -1.8% | +4.9% | -6.7% | -3.8% |
| 30D | +2.3% | +0.6% | +1.7% | +1.7% |
| 3M | +10.4% | -3.2% | +13.6% | +11.1% |
| 6M | -3.2% | +17.0% | -20.2% | -10.6% |
| YTD | +15.4% | +41.7% | -26.2% | -1.7% |
| 1Y | +18.8% | +90.0% | -71.2% | -12.0% |
| 3Y | +43.9% | +47.0% | -3.0% | +16.1% |
| 5Y | +13.9% | +58.3% | -44.4% | -13.9% |
| All | +56.9% | +273.4% | -216.5% | -18.3% |
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