+7.8%
HD vs JBHT
+15.0%
-7.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.4% |
| 7D | +6.4% | -1.4% | +7.8% | +6.9% |
| 30D | +22.1% | -3.1% | +25.1% | +23.2% |
| 3M | -0.2% | -19.5% | +19.4% | +6.3% |
| 6M | +12.6% | -9.6% | +22.2% | +14.6% |
| YTD | +3.9% | +13.3% | -9.4% | -2.5% |
| 1Y | -3.7% | +29.7% | -33.4% | -13.9% |
| 3Y | +27.9% | +28.3% | -0.4% | +11.0% |
| 5Y | +7.8% | +18.5% | -10.6% | -7.1% |
| All | +7.8% | +15.0% | -7.2% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling