+19.9%
HBAN vs JBHT
+22.5%
-2.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | +2.3% | +7.0% | -4.8% | -0.5% |
| 30D | +4.8% | +0.5% | +4.3% | +4.4% |
| 3M | -10.1% | -17.4% | +7.3% | -3.4% |
| 6M | +5.0% | -1.7% | +6.7% | +4.2% |
| YTD | -6.1% | +20.7% | -26.9% | -15.0% |
| 1Y | +4.6% | +41.1% | -36.5% | -11.3% |
| 3Y | +74.9% | +38.0% | +36.9% | +44.9% |
| All | +19.9% | +22.5% | -2.7% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling