+646.9%
HLT vs JBHT
+310.7%
+336.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -3.3% | +4.9% | -8.2% | -5.1% |
| 30D | -4.1% | +0.6% | -4.7% | -4.6% |
| 3M | -7.9% | -3.2% | -4.7% | -7.6% |
| 6M | +2.2% | +17.0% | -14.8% | -5.1% |
| YTD | +8.5% | +41.7% | -33.2% | -6.8% |
| 1Y | +12.1% | +90.0% | -77.9% | -15.8% |
| 3Y | +107.6% | +47.0% | +60.6% | +68.6% |
| 5Y | +156.4% | +58.3% | +98.0% | +96.6% |
| 10Y | +566.3% | +273.9% | +292.4% | +229.6% |
| All | +646.9% | +310.7% | +336.2% | +256.4% |
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 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