+136.0%
HON vs JBHT
+272.5%
-136.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | 0.0% |
| 7D | -3.6% | +4.9% | -8.5% | -5.3% |
| 30D | -15.3% | +0.6% | -15.8% | -15.6% |
| 3M | -7.9% | -3.2% | -4.7% | -7.3% |
| 6M | -18.1% | +17.0% | -35.0% | -23.6% |
| YTD | +3.8% | +41.7% | -37.8% | -10.0% |
| 1Y | +0.5% | +90.0% | -89.5% | -23.2% |
| 3Y | +19.8% | +47.0% | -27.2% | -1.8% |
| 5Y | +2.9% | +58.3% | -55.4% | -21.2% |
| All | +136.0% | +272.5% | -136.5% | +16.6% |
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