+621.7%
HPE vs JBHT
+302.5%
+319.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.8% |
| 7D | -0.6% | +4.9% | -5.5% | -2.8% |
| 30D | -2.3% | +0.6% | -2.9% | -2.6% |
| 3M | -2.9% | -3.2% | +0.3% | -2.1% |
| 6M | +143.6% | +17.0% | +126.6% | +123.5% |
| YTD | +118.5% | +41.7% | +76.9% | +83.3% |
| 1Y | +129.2% | +90.0% | +39.2% | +62.4% |
| 3Y | +212.5% | +47.0% | +165.5% | +145.4% |
| 5Y | +286.9% | +58.3% | +228.6% | +181.2% |
| 10Y | +432.3% | +273.9% | +158.4% | +106.2% |
| All | +621.7% | +302.5% | +319.2% | +154.4% |
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