+5.8%
HD vs JBHT
+17.1%
-11.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +4.3% | -1.6% | +5.9% | +4.9% |
| 30D | +20.2% | -2.3% | +22.5% | +21.1% |
| 3M | -1.0% | -18.5% | +17.5% | +4.9% |
| 6M | +7.9% | -11.3% | +19.2% | +10.5% |
| YTD | +2.0% | +12.6% | -10.6% | -4.1% |
| 1Y | -4.3% | +29.8% | -34.1% | -14.4% |
| 3Y | +25.9% | +28.1% | -2.2% | +9.3% |
| All | +5.8% | +17.1% | -11.3% | -8.4% |
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 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