+276.2%
HPE vs JBHT
+22.5%
+253.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.6% |
| 7D | +7.9% | +7.0% | +0.8% | +5.2% |
| 30D | -23.5% | +0.5% | -24.0% | -23.6% |
| 3M | -19.1% | -17.4% | -1.7% | -14.0% |
| 6M | +51.4% | -1.7% | +53.1% | +49.4% |
| YTD | +103.4% | +20.7% | +82.7% | +85.8% |
| 1Y | +114.4% | +41.1% | +73.3% | +84.9% |
| 3Y | +224.7% | +38.0% | +186.7% | +172.8% |
| All | +276.2% | +22.5% | +253.7% | +221.1% |
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