+36.2%
HPQ vs JBHT
+58.3%
-22.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.1% |
| 7D | +6.9% | +4.9% | +2.1% | +4.9% |
| 30D | +14.4% | +0.6% | +13.9% | +14.0% |
| 3M | +25.6% | -3.2% | +28.8% | +26.6% |
| 6M | +75.0% | +17.0% | +58.1% | +62.7% |
| YTD | +50.7% | +41.7% | +9.0% | +29.3% |
| 1Y | +18.7% | +90.0% | -71.3% | -11.4% |
| 3Y | +21.5% | +47.0% | -25.5% | -1.2% |
| All | +36.2% | +58.3% | -22.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling