+137.7%
HST vs JBHT
+194.3%
-56.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -4.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.5% |
| 30D | +9.6% | -3.1% | +12.6% | +11.0% |
| 3M | -1.1% | -19.5% | +18.4% | +8.1% |
| 6M | +21.1% | -9.6% | +30.7% | +24.2% |
| YTD | +47.1% | +13.3% | +33.8% | +34.6% |
| 1Y | +64.0% | +29.7% | +34.3% | +40.4% |
| 3Y | +77.1% | +28.3% | +48.8% | +45.7% |
| 5Y | +71.8% | +18.5% | +53.3% | +43.0% |
| All | +137.7% | +194.3% | -56.6% | +7.4% |
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