+652.7%
HCA vs JBHT
+176.2%
+476.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | +4.2% | -5.5% | -2.7% |
| 30D | +8.7% | -0.4% | +9.1% | +8.6% |
| 3M | +21.0% | -17.3% | +38.3% | +27.6% |
| 6M | +17.0% | -3.5% | +20.5% | +15.9% |
| YTD | +7.8% | +18.0% | -10.2% | -1.6% |
| 1Y | +6.4% | +35.5% | -29.1% | -8.0% |
| 3Y | +120.0% | +34.8% | +85.2% | +81.4% |
| 5Y | +112.9% | +19.7% | +93.1% | +79.7% |
| All | +652.7% | +176.2% | +476.5% | +308.2% |
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 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