-91.5%
HTZ vs JBHT
+75.1%
-166.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.4% |
| 7D | +7.5% | +4.9% | +2.6% | +4.3% |
| 30D | +47.4% | +0.6% | +46.9% | +46.2% |
| 3M | -54.9% | -3.2% | -51.7% | -54.6% |
| 6M | -47.0% | +17.0% | -64.0% | -53.1% |
| YTD | -55.3% | +41.7% | -96.9% | -65.1% |
| 1Y | -57.6% | +90.0% | -147.6% | -72.9% |
| 3Y | -86.6% | +47.0% | -133.6% | -89.8% |
| 5Y | -86.1% | +58.3% | -144.4% | -90.2% |
| All | -91.5% | +75.1% | -166.5% | -94.6% |
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