+242.9%
HL vs JBHT
+273.4%
-30.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +1.5% | +4.9% | -3.4% | -0.3% |
| 30D | +25.1% | +0.6% | +24.5% | +24.7% |
| 3M | +22.9% | -3.2% | +26.1% | +23.7% |
| 6M | -4.9% | +17.0% | -21.9% | -11.7% |
| YTD | +7.8% | +41.7% | -33.8% | -6.5% |
| 1Y | +133.9% | +90.0% | +43.9% | +80.3% |
| 3Y | +380.9% | +47.0% | +333.9% | +297.8% |
| 5Y | +230.2% | +58.3% | +171.9% | +157.7% |
| All | +242.9% | +273.4% | -30.5% | +88.2% |
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