+574.0%
HUBS vs JBHT
+244.5%
+329.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | -6.4% | +0.5% | -6.8% | -6.5% |
| 30D | -9.2% | -0.1% | -9.1% | -9.2% |
| 3M | -8.0% | -14.0% | +6.0% | -2.2% |
| 6M | +6.0% | -5.1% | +11.1% | +7.2% |
| YTD | -49.4% | +18.0% | -67.5% | -55.3% |
| 1Y | -48.6% | +36.5% | -85.2% | -57.9% |
| 3Y | -52.7% | +34.8% | -87.5% | -62.9% |
| 5Y | -75.2% | +21.4% | -96.7% | -79.6% |
| 10Y | +250.7% | +178.0% | +72.7% | +66.8% |
| All | +574.0% | +244.5% | +329.5% | +134.6% |
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