+30.3%
HD vs JBHT
+33.0%
-2.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.5% | +6.2% |
| 7D | +11.9% | +1.7% | +10.2% | +11.4% |
| 30D | +26.4% | -1.2% | +27.6% | +26.8% |
| 3M | +2.8% | -17.1% | +20.0% | +7.4% |
| 6M | +15.5% | -4.4% | +19.9% | +15.3% |
| YTD | +5.5% | +17.5% | -11.9% | -0.9% |
| 1Y | -4.6% | +32.6% | -37.2% | -13.5% |
| All | +30.3% | +33.0% | -2.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling