+716.1%
HBAN vs JBHT
+9,226.7%
-8,510.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | +2.0% | -2.3% | +4.3% | +2.6% |
| 3M | -10.0% | -18.5% | +8.5% | -4.4% |
| 6M | -5.3% | -11.3% | +6.0% | -2.4% |
| YTD | -8.2% | +12.6% | -20.8% | -12.7% |
| 1Y | +4.2% | +29.8% | -25.6% | -5.3% |
| 3Y | +66.7% | +28.1% | +38.6% | +48.5% |
| 5Y | +21.7% | +17.7% | +4.1% | +10.4% |
| 10Y | +131.2% | +196.1% | -65.0% | +57.5% |
| All | +716.1% | +9,226.7% | -8,510.7% | +228.3% |
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 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