+514.5%
HPE vs JBHT
+222.0%
+292.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.6% | -8.3% | -10.2% |
| 7D | -25.0% | -1.4% | -23.6% | -24.4% |
| 30D | -37.3% | -3.1% | -34.3% | -36.5% |
| 3M | -16.8% | -19.5% | +2.7% | -9.1% |
| 6M | +47.8% | -9.6% | +57.4% | +51.4% |
| YTD | +86.0% | +13.3% | +72.7% | +71.0% |
| 1Y | +89.6% | +29.7% | +59.9% | +63.4% |
| 3Y | +198.2% | +28.3% | +169.9% | +145.6% |
| 5Y | +227.1% | +18.5% | +208.7% | +172.1% |
| 10Y | +355.6% | +198.1% | +157.5% | +94.2% |
| All | +514.5% | +222.0% | +292.5% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling