+390.4%
HUBB vs JBHT
+184.1%
+206.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -6.9% | -2.0% | -4.9% | -6.3% |
| 3M | -13.8% | -16.3% | +2.5% | -8.3% |
| 6M | -9.8% | -8.2% | -1.6% | -8.6% |
| YTD | +0.3% | +16.3% | -16.0% | -9.1% |
| 1Y | -3.3% | +32.2% | -35.6% | -17.3% |
| 3Y | +61.0% | +34.4% | +26.6% | +31.3% |
| 5Y | +128.5% | +20.3% | +108.2% | +90.0% |
| All | +390.4% | +184.1% | +206.2% | +156.5% |
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