+110.0%
HIG vs JBHT
+22.5%
+87.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | +2.6% | +7.0% | -4.4% | +1.3% |
| 30D | +4.2% | +0.5% | +3.7% | +4.0% |
| 3M | +0.2% | -17.4% | +17.6% | +3.3% |
| 6M | +4.6% | -1.7% | +6.3% | +3.8% |
| YTD | +1.1% | +20.7% | -19.6% | -4.0% |
| 1Y | +4.7% | +41.1% | -36.4% | -3.8% |
| 3Y | +95.5% | +38.0% | +57.5% | +76.4% |
| All | +110.0% | +22.5% | +87.4% | +88.0% |
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