+198.6%
HPE vs JBHT
+28.2%
+170.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.6% | -8.3% | -10.8% |
| 7D | -25.0% | -1.4% | -23.6% | -24.6% |
| 30D | -37.3% | -3.1% | -34.3% | -36.8% |
| 3M | -16.8% | -19.5% | +2.7% | -11.8% |
| 6M | +47.8% | -9.6% | +57.4% | +49.7% |
| YTD | +86.0% | +13.3% | +72.7% | +75.9% |
| 1Y | +89.6% | +29.7% | +59.9% | +72.6% |
| All | +198.6% | +28.2% | +170.3% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling