-25.3%
HDB vs JBHT
+17.1%
-42.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | +13.3% | -1.6% | +14.9% | +13.6% |
| 30D | +13.6% | -2.3% | +15.8% | +13.9% |
| 3M | +5.8% | -18.5% | +24.2% | +8.8% |
| 6M | -1.9% | -11.3% | +9.4% | -0.9% |
| YTD | -31.2% | +12.6% | -43.8% | -33.4% |
| 1Y | -29.6% | +29.8% | -59.3% | -33.4% |
| 3Y | -10.1% | +28.1% | -38.2% | -16.3% |
| All | -25.3% | +17.1% | -42.4% | -33.0% |
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 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