+157.6%
HPQ vs JBHT
+186.6%
-29.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | -5.9% | -1.1% | -4.8% | -5.5% |
| 3M | -3.7% | -14.8% | +11.1% | +2.2% |
| 6M | +28.1% | -7.4% | +35.5% | +30.3% |
| YTD | +32.5% | +17.3% | +15.2% | +20.3% |
| 1Y | +18.1% | +35.3% | -17.2% | +0.4% |
| 3Y | +16.4% | +33.9% | -17.5% | -4.8% |
| 5Y | +8.9% | +22.5% | -13.7% | -9.2% |
| 10Y | +157.6% | +181.3% | -23.7% | +40.8% |
| All | +157.6% | +186.6% | -29.0% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling