+135.5%
HL vs JBHT
+186.6%
-51.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.1% | -7.6% |
| 7D | +8.2% | +0.9% | +7.2% | +7.9% |
| 30D | -16.3% | -1.1% | -15.2% | -16.0% |
| 3M | -18.6% | -14.8% | -3.8% | -14.1% |
| 6M | -23.2% | -7.4% | -15.7% | -22.3% |
| YTD | -25.5% | +17.3% | -42.8% | -31.0% |
| 1Y | -4.8% | +35.3% | -40.1% | -16.4% |
| 3Y | +281.4% | +33.9% | +247.5% | +224.1% |
| 5Y | +137.8% | +22.5% | +115.3% | +104.4% |
| 10Y | +135.5% | +181.3% | -45.9% | +63.8% |
| All | +135.5% | +186.6% | -51.1% | +63.8% |
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