+580.9%
HLT vs JBHT
+276.4%
+304.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | -2.4% | +7.1% | -9.5% | -4.9% |
| 30D | -4.1% | +2.3% | -6.4% | -5.1% |
| 3M | -10.6% | -4.5% | -6.1% | -9.8% |
| 6M | +2.0% | +29.2% | -27.2% | -8.4% |
| YTD | +6.1% | +42.2% | -36.0% | -8.5% |
| 1Y | +9.8% | +93.7% | -83.9% | -17.3% |
| 3Y | +99.0% | +53.2% | +45.8% | +60.2% |
| 5Y | +151.5% | +62.4% | +89.1% | +92.8% |
| All | +580.9% | +276.4% | +304.5% | +272.6% |
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