+213.0%
HPQ vs JBHT
+272.5%
-59.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.0% |
| 7D | +6.9% | +4.9% | +2.1% | +4.6% |
| 30D | +14.4% | +0.6% | +13.9% | +14.0% |
| 3M | +25.6% | -3.2% | +28.8% | +26.8% |
| 6M | +75.0% | +17.0% | +58.1% | +61.1% |
| YTD | +50.7% | +41.7% | +9.0% | +26.9% |
| 1Y | +18.7% | +90.0% | -71.3% | -14.5% |
| 3Y | +21.5% | +47.0% | -25.5% | -3.8% |
| 5Y | +31.6% | +58.3% | -26.7% | -2.0% |
| All | +213.0% | +272.5% | -59.5% | +42.6% |
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