+3,961.4%
HDB vs JBHT
+4,850.0%
-888.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.2% |
| 7D | +12.9% | +1.7% | +11.2% | +12.2% |
| 30D | +10.0% | -1.2% | +11.2% | +10.4% |
| 3M | +1.8% | -17.1% | +19.0% | +8.2% |
| 6M | -2.1% | -4.4% | +2.3% | -2.1% |
| YTD | -33.4% | +17.5% | -50.9% | -38.9% |
| 1Y | -32.9% | +32.6% | -65.5% | -41.3% |
| 3Y | -13.9% | +33.0% | -47.0% | -28.8% |
| 5Y | -26.9% | +20.3% | -47.3% | -39.0% |
| 10Y | +54.1% | +209.1% | -154.9% | -19.4% |
| All | +3,961.4% | +4,850.0% | -888.6% | +860.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling