+2,635.1%
HPQ vs JBHT
+9,288.5%
-6,653.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | -0.7% |
| 7D | -7.5% | -1.4% | -6.1% | -7.2% |
| 30D | -7.2% | -3.1% | -4.1% | -6.5% |
| 3M | +4.2% | -19.5% | +23.8% | +9.8% |
| 6M | +42.3% | -9.6% | +51.8% | +45.0% |
| YTD | +37.2% | +13.3% | +23.9% | +31.4% |
| 1Y | +16.1% | +29.7% | -13.5% | +7.4% |
| 3Y | +21.5% | +28.3% | -6.8% | +10.5% |
| 5Y | +11.3% | +18.5% | -7.2% | +2.7% |
| 10Y | +181.0% | +198.1% | -17.1% | +106.2% |
| All | +2,635.1% | +9,288.5% | -6,653.3% | +834.5% |
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 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