+963.3%
HIG vs JBHT
+9,689.0%
-8,725.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.2% |
| 7D | +0.3% | +4.9% | -4.6% | -1.4% |
| 30D | -3.2% | +0.6% | -3.8% | -3.7% |
| 3M | +9.1% | -3.2% | +12.4% | +9.6% |
| 6M | -1.8% | +17.0% | -18.7% | -8.3% |
| YTD | +1.8% | +41.7% | -39.9% | -11.5% |
| 1Y | +4.6% | +90.0% | -85.4% | -19.6% |
| 3Y | +101.6% | +47.0% | +54.7% | +64.5% |
| 5Y | +124.5% | +58.3% | +66.2% | +73.5% |
| 10Y | +317.8% | +273.9% | +43.9% | +128.5% |
| All | +963.3% | +9,689.0% | -8,725.7% | +219.1% |
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 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