+298.8%
HPE vs JBHT
+58.3%
+240.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.5% |
| 7D | -0.6% | +4.9% | -5.5% | -2.4% |
| 30D | -2.3% | +0.6% | -2.9% | -2.5% |
| 3M | -2.9% | -3.2% | +0.3% | -2.2% |
| 6M | +143.6% | +17.0% | +126.6% | +127.4% |
| YTD | +118.5% | +41.7% | +76.9% | +90.6% |
| 1Y | +129.2% | +90.0% | +39.2% | +76.8% |
| 3Y | +212.5% | +47.0% | +165.5% | +162.0% |
| All | +298.8% | +58.3% | +240.5% | +218.5% |
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