+132.6%
HL vs JBHT
+192.4%
-59.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +8.9% | -1.6% | +10.5% | +9.6% |
| 30D | -10.1% | -2.3% | -7.8% | -9.3% |
| 3M | -7.0% | -18.5% | +11.4% | -0.3% |
| 6M | -18.8% | -11.3% | -7.5% | -16.5% |
| YTD | -23.1% | +12.6% | -35.7% | -27.7% |
| 1Y | +8.9% | +29.8% | -20.9% | -2.9% |
| 3Y | +255.0% | +28.1% | +226.9% | +206.9% |
| 5Y | +151.5% | +17.7% | +133.8% | +119.5% |
| All | +132.6% | +192.4% | -59.7% | +100.0% |
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 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