-3.7%
HD vs JBHT
+29.0%
-32.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.7% |
| 7D | +6.4% | -1.4% | +7.8% | +6.8% |
| 30D | +22.1% | -3.1% | +25.1% | +23.0% |
| 3M | -0.2% | -19.5% | +19.4% | +4.6% |
| 6M | +12.6% | -9.6% | +22.2% | +12.5% |
| YTD | +3.9% | +13.3% | -9.4% | -5.3% |
| 1Y | -3.7% | +29.7% | -33.4% | -18.1% |
| All | -3.7% | +29.0% | -32.7% | -18.1% |
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