+253.5%
HIG vs JBHT
+176.2%
+77.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | +4.2% | -4.3% | -1.4% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | 0.0% | -17.3% | +17.4% | +5.2% |
| 6M | +3.8% | -3.5% | +7.3% | +3.2% |
| YTD | +0.7% | +18.0% | -17.4% | -6.8% |
| 1Y | +5.0% | +35.5% | -30.5% | -7.2% |
| 3Y | +95.3% | +34.8% | +60.6% | +65.8% |
| 5Y | +110.8% | +19.7% | +91.0% | +81.9% |
| All | +253.5% | +176.2% | +77.3% | +105.1% |
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 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