+584.2%
HUBS vs JBHT
+238.8%
+345.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.5% | +1.2% |
| 7D | -11.8% | +0.2% | -12.0% | -11.9% |
| 30D | -9.8% | -2.2% | -7.6% | -8.9% |
| 3M | -2.1% | -16.5% | +14.3% | +5.4% |
| 6M | +4.4% | -8.4% | +12.8% | +7.4% |
| YTD | -48.7% | +16.1% | -64.8% | -54.2% |
| 1Y | -48.3% | +31.9% | -80.3% | -56.9% |
| 3Y | -50.4% | +34.1% | -84.5% | -61.1% |
| 5Y | -75.8% | +20.1% | -95.9% | -80.0% |
| 10Y | +262.9% | +184.7% | +78.2% | +69.9% |
| All | +584.2% | +238.8% | +345.4% | +140.0% |
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 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