+58.1%
HDB vs JBHT
+192.4%
-134.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | +13.3% | -1.6% | +14.9% | +13.8% |
| 30D | +13.6% | -2.3% | +15.8% | +14.1% |
| 3M | +5.8% | -18.5% | +24.2% | +10.4% |
| 6M | -1.9% | -11.3% | +9.4% | -0.2% |
| YTD | -31.2% | +12.6% | -43.8% | -34.4% |
| 1Y | -29.6% | +29.8% | -59.3% | -35.4% |
| 3Y | -10.1% | +28.1% | -38.2% | -19.7% |
| 5Y | -24.3% | +17.7% | -42.0% | -32.4% |
| All | +58.1% | +192.4% | -134.2% | -2.6% |
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