+285.4%
HUBS vs JBHT
+176.2%
+109.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +5.3% | +4.2% | +1.1% | +3.3% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +2.7% | -17.3% | +20.1% | +11.2% |
| 6M | +20.2% | -3.5% | +23.7% | +20.5% |
| YTD | -46.2% | +18.0% | -64.3% | -52.3% |
| 1Y | -45.3% | +35.5% | -80.9% | -54.9% |
| 3Y | -49.7% | +34.8% | -84.4% | -60.4% |
| 5Y | -74.3% | +19.7% | -94.1% | -78.7% |
| All | +285.4% | +176.2% | +109.3% | +99.1% |
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 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