+232.1%
HPE vs JBHT
+17.1%
+215.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | -18.7% | -1.6% | -17.1% | -18.2% |
| 30D | -37.9% | -2.3% | -35.6% | -37.4% |
| 3M | -14.4% | -18.5% | +4.1% | -8.6% |
| 6M | +48.2% | -11.3% | +59.5% | +51.9% |
| YTD | +88.6% | +12.6% | +76.0% | +76.7% |
| 1Y | +94.8% | +29.8% | +65.0% | +73.2% |
| 3Y | +202.7% | +28.1% | +174.6% | +161.8% |
| All | +232.1% | +17.1% | +215.0% | +186.5% |
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