+705.6%
HLT vs JBHT
+183.5%
+522.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +15.1% | -0.1% | +15.2% | +14.9% |
| 3M | +19.8% | -14.0% | +33.9% | +25.3% |
| 6M | +19.6% | -5.1% | +24.6% | +19.5% |
| YTD | +31.4% | +18.0% | +13.4% | +20.2% |
| 1Y | +38.0% | +36.5% | +1.5% | +19.3% |
| 3Y | +134.7% | +34.8% | +99.9% | +96.0% |
| 5Y | +166.2% | +21.4% | +144.7% | +126.9% |
| 10Y | +705.6% | +178.0% | +527.6% | +361.0% |
| All | +705.6% | +183.5% | +522.1% | +361.0% |
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