+0.4%
HUM vs JBHT
+17.1%
-16.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.4% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | +9.6% | -2.3% | +11.9% | +10.0% |
| 3M | +18.4% | -18.5% | +36.8% | +22.0% |
| 6M | +76.9% | -11.3% | +88.1% | +79.2% |
| YTD | +71.0% | +12.6% | +58.4% | +65.8% |
| 1Y | +75.0% | +29.8% | +45.2% | +65.9% |
| 3Y | -7.7% | +28.1% | -35.8% | -13.9% |
| All | +0.4% | +17.1% | -16.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling