+459.6%
HCA vs JBHT
+273.4%
+186.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.0% |
| 7D | -3.1% | +4.9% | -7.9% | -4.7% |
| 30D | -1.1% | +0.6% | -1.7% | -1.6% |
| 3M | +12.2% | -3.2% | +15.4% | +12.7% |
| 6M | -25.3% | +17.0% | -42.3% | -30.3% |
| YTD | -12.9% | +41.7% | -54.6% | -24.5% |
| 1Y | -0.9% | +90.0% | -90.9% | -24.2% |
| 3Y | +47.6% | +47.0% | +0.6% | +20.6% |
| 5Y | +67.0% | +58.3% | +8.7% | +26.9% |
| All | +459.6% | +273.4% | +186.2% | +188.4% |
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