+2,903.2%
HPQ vs JBHT
+11,637.0%
-8,733.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.5% |
| 7D | +6.9% | +4.9% | +2.1% | +5.6% |
| 30D | +14.4% | +0.6% | +13.9% | +14.2% |
| 3M | +25.6% | -3.2% | +28.8% | +26.4% |
| 6M | +75.0% | +17.0% | +58.1% | +67.0% |
| YTD | +50.7% | +41.7% | +9.0% | +36.6% |
| 1Y | +18.7% | +90.0% | -71.3% | -1.5% |
| 3Y | +21.5% | +47.0% | -25.5% | +6.8% |
| 5Y | +31.6% | +58.3% | -26.7% | +13.0% |
| 10Y | +216.1% | +273.9% | -57.9% | +119.4% |
| All | +2,903.2% | +11,637.0% | -8,733.8% | +871.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling