-29.6%
HDB vs JBHT
+29.5%
-59.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | +13.3% | -1.6% | +14.9% | +13.5% |
| 30D | +13.6% | -2.3% | +15.8% | +13.7% |
| 3M | +5.8% | -18.5% | +24.2% | +7.8% |
| 6M | -1.9% | -11.3% | +9.4% | -2.7% |
| YTD | -31.2% | +12.6% | -43.8% | -32.6% |
| 1Y | -29.6% | +29.8% | -59.3% | -29.1% |
| All | -29.6% | +29.5% | -59.1% | -29.1% |
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 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