+1,330.6%
HST vs JBHT
+11,637.0%
-10,306.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | -1.0% | +4.9% | -5.9% | -2.6% |
| 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% | +8.2% |
| YTD | +30.5% | +41.7% | -11.1% | +15.1% |
| 1Y | +35.7% | +90.0% | -54.3% | +6.8% |
| 3Y | +68.4% | +47.0% | +21.4% | +42.6% |
| 5Y | +73.1% | +58.3% | +14.8% | +41.6% |
| 10Y | +92.7% | +273.9% | -181.2% | +18.4% |
| All | +1,330.6% | +11,637.0% | -10,306.4% | +446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling