+8.7%
HPQ vs JBHT
+17.1%
-8.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | -11.7% | -2.3% | -9.4% | -11.0% |
| 3M | +2.0% | -18.5% | +20.4% | +9.5% |
| 6M | +35.9% | -11.3% | +47.1% | +40.3% |
| YTD | +32.7% | +12.6% | +20.1% | +23.4% |
| 1Y | +14.3% | +29.8% | -15.5% | +0.1% |
| 3Y | +17.8% | +28.1% | -10.3% | -0.5% |
| All | +8.7% | +17.1% | -8.3% | -7.5% |
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