+4,325.0%
HSY vs JBHT
+11,637.0%
-7,312.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.4% |
| 7D | -3.3% | +4.9% | -8.2% | -3.8% |
| 30D | -2.8% | +0.6% | -3.4% | -3.0% |
| 3M | -4.5% | -3.2% | -1.3% | -4.3% |
| 6M | -24.2% | +17.0% | -41.2% | -25.7% |
| YTD | -2.7% | +41.7% | -44.4% | -6.7% |
| 1Y | -3.7% | +90.0% | -93.7% | -10.9% |
| 3Y | -11.5% | +47.0% | -58.4% | -16.5% |
| 5Y | +10.3% | +58.3% | -48.0% | +2.3% |
| 10Y | +122.1% | +273.9% | -151.8% | +85.9% |
| All | +4,325.0% | +11,637.0% | -7,312.0% | +2,709.1% |
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 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