+208.5%
HD vs JBHT
+273.4%
-64.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | -2.1% | +4.9% | -6.9% | -3.9% |
| 30D | -8.4% | +0.6% | -9.0% | -8.9% |
| 3M | +4.3% | -3.2% | +7.5% | +5.0% |
| 6M | -11.1% | +17.0% | -28.1% | -17.5% |
| YTD | -4.7% | +41.7% | -46.3% | -18.3% |
| 1Y | -19.8% | +90.0% | -109.8% | -40.0% |
| 3Y | +4.1% | +47.0% | -42.9% | -15.6% |
| 5Y | +10.3% | +58.3% | -48.0% | -16.1% |
| All | +208.5% | +273.4% | -64.9% | +50.3% |
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 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