+572.4%
HCA vs JBHT
+192.4%
+380.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +4.6% | -1.6% | +6.2% | +5.2% |
| 30D | +12.7% | -2.3% | +15.0% | +13.4% |
| 3M | +21.3% | -18.5% | +39.7% | +28.4% |
| 6M | +15.7% | -11.3% | +27.0% | +18.0% |
| YTD | +6.6% | +12.6% | -6.0% | -1.1% |
| 1Y | +5.7% | +29.8% | -24.0% | -7.2% |
| 3Y | +119.2% | +28.1% | +91.2% | +84.3% |
| 5Y | +107.9% | +17.7% | +90.2% | +75.8% |
| All | +572.4% | +192.4% | +380.0% | +277.7% |
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