+365.4%
HPE vs JBHT
+192.0%
+173.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +4.8% |
| 7D | -7.1% | +0.4% | -7.6% | -7.1% |
| 30D | -35.3% | -2.0% | -33.3% | -34.7% |
| 3M | -10.4% | -16.3% | +5.8% | -4.2% |
| 6M | +52.5% | -8.2% | +60.7% | +55.1% |
| YTD | +100.3% | +16.3% | +84.0% | +82.9% |
| 1Y | +106.4% | +32.2% | +74.2% | +77.8% |
| 3Y | +227.4% | +34.4% | +193.0% | +166.9% |
| 5Y | +250.6% | +20.3% | +230.2% | +193.3% |
| 10Y | +365.4% | +185.2% | +180.1% | +149.9% |
| All | +365.4% | +192.0% | +173.3% | +149.9% |
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 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