+143.0%
HUM vs JBHT
+176.2%
-33.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +7.7% | +4.2% | +3.6% | +6.5% |
| 30D | +5.8% | -0.4% | +6.2% | +5.8% |
| 3M | +14.3% | -17.3% | +31.7% | +20.0% |
| 6M | +50.9% | -3.5% | +54.4% | +50.4% |
| YTD | +74.9% | +18.0% | +56.8% | +63.2% |
| 1Y | +86.9% | +35.5% | +51.4% | +67.2% |
| 3Y | -6.7% | +34.8% | -41.4% | -19.2% |
| 5Y | +4.8% | +19.7% | -15.0% | -8.6% |
| All | +143.0% | +176.2% | -33.2% | +40.2% |
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