+99.0%
HLT vs JBHT
+51.9%
+47.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -2.4% | +7.1% | -9.5% | -4.0% |
| 30D | -4.1% | +2.3% | -6.4% | -4.8% |
| 3M | -10.6% | -4.5% | -6.1% | -10.0% |
| 6M | +2.0% | +29.2% | -27.2% | -5.4% |
| YTD | +6.1% | +42.2% | -36.0% | -4.2% |
| 1Y | +9.8% | +93.7% | -83.9% | -9.3% |
| 3Y | +99.0% | +53.2% | +45.8% | +71.2% |
| All | +99.0% | +51.9% | +47.2% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling