+3,324.5%
HAS vs JBHT
+11,637.0%
-8,312.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | -1.8% | +4.9% | -6.7% | -2.8% |
| 30D | +2.3% | +0.6% | +1.7% | +2.0% |
| 3M | +10.4% | -3.2% | +13.6% | +10.8% |
| 6M | -3.2% | +17.0% | -20.2% | -7.0% |
| YTD | +15.4% | +41.7% | -26.2% | +6.5% |
| 1Y | +18.8% | +90.0% | -71.2% | +2.2% |
| 3Y | +43.9% | +47.0% | -3.0% | +29.8% |
| 5Y | +13.9% | +58.3% | -44.4% | +0.3% |
| 10Y | +56.4% | +273.9% | -217.5% | +15.8% |
| All | +3,324.5% | +11,637.0% | -8,312.5% | +1,486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling