+64.6%
HDB vs JBHT
+181.7%
-117.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +12.7% | +0.9% | +11.8% | +12.4% |
| 30D | +16.6% | -1.1% | +17.7% | +16.8% |
| 3M | +10.8% | -14.8% | +25.6% | +14.5% |
| 6M | +3.8% | -7.4% | +11.3% | +4.6% |
| YTD | -28.9% | +17.3% | -46.2% | -32.9% |
| 1Y | -28.0% | +35.3% | -63.3% | -34.6% |
| 3Y | -7.2% | +33.9% | -41.1% | -18.1% |
| 5Y | -22.2% | +22.5% | -44.8% | -31.2% |
| All | +64.6% | +181.7% | -117.1% | +0.5% |
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