+722.6%
HUBS vs JBHT
+313.5%
+409.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.8% | -4.3% |
| 7D | -5.0% | +4.9% | -9.9% | -7.2% |
| 30D | -1.0% | +0.6% | -1.6% | -1.5% |
| 3M | +12.4% | -3.2% | +15.6% | +13.4% |
| 6M | -11.1% | +17.0% | -28.1% | -19.3% |
| YTD | -38.3% | +41.7% | -80.0% | -49.6% |
| 1Y | -46.7% | +90.0% | -136.7% | -63.4% |
| 3Y | -55.1% | +47.0% | -102.1% | -65.8% |
| 5Y | -64.8% | +58.3% | -123.1% | -74.5% |
| 10Y | +334.3% | +273.9% | +60.4% | +78.5% |
| All | +722.6% | +313.5% | +409.1% | +164.3% |
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