+121.0%
HSY vs JBHT
+272.5%
-151.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | -3.3% | +4.9% | -8.2% | -4.1% |
| 30D | -2.8% | +0.6% | -3.4% | -3.0% |
| 3M | -4.5% | -3.2% | -1.3% | -4.2% |
| 6M | -24.2% | +17.0% | -41.2% | -26.6% |
| YTD | -2.7% | +41.7% | -44.4% | -8.9% |
| 1Y | -3.7% | +90.0% | -93.7% | -14.8% |
| 3Y | -11.5% | +47.0% | -58.4% | -19.1% |
| 5Y | +10.3% | +58.3% | -48.0% | -3.0% |
| All | +121.0% | +272.5% | -151.5% | +51.4% |
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