+123.5%
HPE vs JBHT
+36.3%
+87.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -28.6% | -0.1% | -28.5% | -28.5% |
| 3M | -7.4% | -14.0% | +6.7% | -3.3% |
| 6M | +63.7% | -5.1% | +68.8% | +57.1% |
| YTD | +111.7% | +18.0% | +93.7% | +76.7% |
| 1Y | +123.5% | +36.5% | +87.0% | +72.3% |
| All | +123.5% | +36.3% | +87.1% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling