+21.1%
HST vs JBHT
-8.5%
+29.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -5.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.8% |
| 30D | +9.6% | -3.1% | +12.6% | +10.1% |
| 3M | -1.1% | -19.5% | +18.4% | +1.9% |
| 6M | +21.1% | -9.6% | +30.7% | +22.2% |
| All | +21.1% | -8.5% | +29.6% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling