+151.6%
HUM vs JBHT
+183.5%
-31.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +6.9% | +0.5% | +6.5% | +6.7% |
| 30D | +3.2% | -0.1% | +3.3% | +3.1% |
| 3M | +20.0% | -14.0% | +34.0% | +24.5% |
| 6M | +63.5% | -5.1% | +68.5% | +63.6% |
| YTD | +75.9% | +18.0% | +57.9% | +64.2% |
| 1Y | +85.7% | +36.5% | +49.2% | +65.8% |
| 3Y | -6.1% | +34.8% | -40.9% | -18.7% |
| 5Y | +5.1% | +21.4% | -16.3% | -8.9% |
| 10Y | +151.6% | +178.0% | -26.4% | +42.3% |
| All | +151.6% | +183.5% | -31.9% | +42.3% |
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 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