-28.0%
HDB vs JBHT
+33.2%
-61.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +12.7% | +0.9% | +11.8% | +12.6% |
| 30D | +16.6% | -1.1% | +17.7% | +16.7% |
| 3M | +10.8% | -14.8% | +25.6% | +12.4% |
| 6M | +3.8% | -7.4% | +11.3% | +2.5% |
| YTD | -28.9% | +17.3% | -46.2% | -30.8% |
| 1Y | -28.0% | +35.3% | -63.3% | -28.0% |
| All | -28.0% | +33.2% | -61.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling