+131.1%
HSY vs JBHT
+183.5%
-52.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -2.3% | -14.0% | +11.7% | -0.4% |
| 6M | -5.3% | -5.1% | -0.2% | -5.3% |
| YTD | -0.9% | +18.0% | -18.9% | -4.8% |
| 1Y | +5.2% | +36.5% | -31.3% | -1.5% |
| 3Y | +0.7% | +34.8% | -34.0% | -7.4% |
| 5Y | +12.2% | +21.4% | -9.2% | +3.4% |
| 10Y | +131.1% | +178.0% | -46.9% | +71.9% |
| All | +131.1% | +183.5% | -52.4% | +71.9% |
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