+71.8%
HST vs JBHT
+15.0%
+56.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -4.3% |
| 7D | -4.2% | -1.4% | -2.8% | -3.6% |
| 30D | +9.6% | -3.1% | +12.6% | +10.8% |
| 3M | -1.1% | -19.5% | +18.4% | +6.8% |
| 6M | +21.1% | -9.6% | +30.7% | +23.6% |
| YTD | +47.1% | +13.3% | +33.8% | +35.9% |
| 1Y | +64.0% | +29.7% | +34.3% | +43.0% |
| 3Y | +77.1% | +28.3% | +48.8% | +49.2% |
| 5Y | +71.8% | +18.5% | +53.3% | +38.2% |
| All | +71.8% | +15.0% | +56.8% | +38.2% |
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