+11.2%
HL vs JBHT
+9,288.5%
-9,277.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.2% | -2.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -15.5% | -3.1% | -12.4% | -15.0% |
| 3M | -12.6% | -19.5% | +6.9% | -9.2% |
| 6M | -15.2% | -9.6% | -5.6% | -14.2% |
| YTD | -24.7% | +13.3% | -38.0% | -26.7% |
| 1Y | +19.4% | +29.7% | -10.2% | +13.3% |
| 3Y | +236.8% | +28.3% | +208.5% | +215.2% |
| 5Y | +146.5% | +18.5% | +128.1% | +132.7% |
| 10Y | +133.7% | +198.1% | -64.4% | +87.5% |
| All | +11.2% | +9,288.5% | -9,277.3% | -29.3% |
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