+11.7%
HSY vs JBHT
+20.8%
-9.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -2.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +6.6% | -2.0% | +8.6% | +6.8% |
| 3M | -4.1% | -16.3% | +12.2% | -2.9% |
| 6M | -5.2% | -8.2% | +3.0% | -5.0% |
| YTD | -2.5% | +16.3% | -18.9% | -4.7% |
| 1Y | +4.7% | +32.2% | -27.5% | +1.0% |
| 3Y | +0.6% | +34.4% | -33.8% | -4.5% |
| 5Y | +11.7% | +20.3% | -8.7% | +5.1% |
| All | +11.7% | +20.8% | -9.1% | +5.1% |
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