+309.7%
HIG vs JBHT
+276.8%
+32.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -1.1% | +7.1% | -8.2% | -3.2% |
| 30D | -4.9% | +2.3% | -7.2% | -5.8% |
| 3M | +6.8% | -4.5% | +11.3% | +7.7% |
| 6M | -1.7% | +29.2% | -30.9% | -10.5% |
| YTD | -0.2% | +42.2% | -42.4% | -12.3% |
| 1Y | +5.7% | +93.7% | -88.0% | -17.5% |
| 3Y | +100.3% | +53.2% | +47.1% | +64.7% |
| 5Y | +118.5% | +62.4% | +56.1% | +68.6% |
| 10Y | +309.7% | +274.7% | +35.0% | +111.5% |
| All | +309.7% | +276.8% | +32.9% | +111.5% |
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