+122.4%
HL vs JBHT
+192.0%
-69.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.4% |
| 7D | +13.8% | +0.4% | +13.4% | +13.7% |
| 30D | -9.7% | -2.0% | -7.8% | -9.1% |
| 3M | -8.5% | -16.3% | +7.8% | -2.9% |
| 6M | -17.2% | -8.2% | -8.9% | -15.9% |
| YTD | -19.6% | +16.3% | -36.0% | -25.3% |
| 1Y | +11.1% | +32.2% | -21.1% | -1.5% |
| 3Y | +299.7% | +34.4% | +265.3% | +239.7% |
| 5Y | +156.5% | +20.3% | +136.1% | +122.4% |
| 10Y | +122.4% | +185.2% | -62.9% | +103.8% |
| All | +122.4% | +192.0% | -69.7% | +103.8% |
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 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