-4.6%
HD vs JBHT
+34.8%
-39.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.5% | +6.3% |
| 7D | +11.9% | +1.7% | +10.2% | +11.5% |
| 30D | +26.4% | -1.2% | +27.6% | +26.7% |
| 3M | +2.8% | -17.1% | +20.0% | +7.0% |
| 6M | +15.5% | -4.4% | +19.9% | +13.3% |
| YTD | +5.5% | +17.5% | -11.9% | -5.1% |
| 1Y | -4.6% | +32.6% | -37.2% | -19.6% |
| All | -4.6% | +34.8% | -39.4% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling