+137.6%
HST vs JBHT
+192.4%
-54.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.3% |
| 7D | -2.7% | -1.6% | -1.1% | -1.9% |
| 30D | +10.7% | -2.3% | +13.0% | +11.8% |
| 3M | +6.3% | -18.5% | +24.7% | +15.4% |
| 6M | +19.0% | -11.3% | +30.2% | +23.1% |
| YTD | +47.0% | +12.6% | +34.5% | +34.9% |
| 1Y | +53.4% | +29.8% | +23.7% | +31.3% |
| 3Y | +78.0% | +28.1% | +49.9% | +46.5% |
| 5Y | +71.7% | +17.7% | +54.0% | +43.3% |
| All | +137.6% | +192.4% | -54.8% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling