+18.3%
HPQ vs JBHT
+31.9%
-13.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.7% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | -6.5% | -2.0% | -4.5% | -5.9% |
| 3M | -5.1% | -16.3% | +11.2% | -0.3% |
| 6M | +27.3% | -8.2% | +35.5% | +29.4% |
| YTD | +31.7% | +16.3% | +15.4% | +23.3% |
| 1Y | +13.0% | +32.2% | -19.2% | +1.2% |
| 3Y | +18.3% | +34.4% | -16.1% | -1.4% |
| All | +18.3% | +31.9% | -13.6% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling