+249.2%
HPE vs JBHT
+21.8%
+227.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -9.7% | +0.9% | -10.7% | -9.9% |
| 30D | -34.8% | -1.1% | -33.7% | -34.5% |
| 3M | -12.1% | -14.8% | +2.7% | -7.6% |
| 6M | +53.7% | -7.4% | +61.2% | +55.2% |
| YTD | +101.9% | +17.3% | +84.6% | +86.5% |
| 1Y | +104.3% | +35.3% | +69.0% | +79.1% |
| 3Y | +223.1% | +33.9% | +189.1% | +174.9% |
| 5Y | +249.2% | +22.5% | +226.7% | +195.7% |
| All | +249.2% | +21.8% | +227.4% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling