+11.9%
HLT vs JBHT
+89.0%
-77.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.1% |
| 7D | -1.5% | +2.9% | -4.4% | -1.8% |
| 30D | -1.2% | +0.6% | -1.9% | -1.4% |
| 3M | -10.3% | -6.6% | -3.8% | -9.8% |
| 6M | +1.3% | +23.6% | -22.3% | -1.8% |
| YTD | +7.0% | +38.6% | -31.5% | +3.8% |
| 1Y | +11.9% | +91.5% | -79.6% | +9.4% |
| All | +11.9% | +89.0% | -77.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling