+148.7%
HUM vs JBHT
+276.8%
-128.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.1% | +7.1% | -5.1% | 0.0% |
| 30D | +4.7% | +2.3% | +2.4% | +3.8% |
| 3M | +13.5% | -4.5% | +18.0% | +14.4% |
| 6M | +126.7% | +29.2% | +97.5% | +107.5% |
| YTD | +58.5% | +42.2% | +16.4% | +40.7% |
| 1Y | +31.7% | +93.7% | -62.0% | +5.8% |
| 3Y | -10.6% | +53.2% | -63.8% | -25.2% |
| 5Y | +2.5% | +62.4% | -59.9% | -19.8% |
| 10Y | +148.7% | +274.7% | -126.0% | +25.5% |
| All | +148.7% | +276.8% | -128.1% | +25.5% |
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