+789.2%
HLT vs JBHT
+226.3%
+562.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +3.8% | -1.6% | +5.4% | +4.4% |
| 30D | +15.6% | -2.3% | +17.9% | +16.4% |
| 3M | +15.1% | -18.5% | +33.6% | +22.9% |
| 6M | +15.3% | -11.3% | +26.6% | +18.2% |
| YTD | +29.1% | +12.6% | +16.6% | +20.0% |
| 1Y | +39.9% | +29.8% | +10.2% | +22.7% |
| 3Y | +138.7% | +28.1% | +110.6% | +102.0% |
| 5Y | +147.4% | +17.7% | +129.7% | +112.0% |
| 10Y | +733.6% | +196.1% | +537.4% | +347.2% |
| All | +789.2% | +226.3% | +562.8% | +358.9% |
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