+376.9%
HUBB vs JBHT
+182.5%
+194.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.2% |
| 7D | +1.8% | +7.0% | -5.3% | -1.0% |
| 30D | -7.7% | +0.5% | -8.2% | -8.1% |
| 3M | -13.6% | -17.4% | +3.8% | -7.4% |
| 6M | -9.1% | -1.7% | -7.4% | -10.5% |
| YTD | -0.7% | +20.7% | -21.5% | -11.4% |
| 1Y | +1.1% | +41.1% | -40.0% | -15.9% |
| 3Y | +56.2% | +38.0% | +18.2% | +26.1% |
| 5Y | +126.6% | +22.5% | +104.2% | +87.6% |
| All | +376.9% | +182.5% | +194.4% | +148.0% |
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