+71.7%
HST vs JBHT
+58.3%
+13.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.8% |
| 7D | -1.0% | +4.9% | -5.9% | -2.9% |
| 30D | -12.3% | +0.6% | -12.8% | -12.6% |
| 3M | -6.4% | -3.2% | -3.2% | -5.8% |
| 6M | +15.0% | +17.0% | -1.9% | +6.6% |
| YTD | +30.5% | +41.7% | -11.1% | +11.7% |
| 1Y | +35.7% | +90.0% | -54.3% | +1.1% |
| 3Y | +68.4% | +47.0% | +21.4% | +36.9% |
| All | +71.7% | +58.3% | +13.5% | +30.7% |
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 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