+5,578.4%
HUM vs JBHT
+11,637.0%
-6,058.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | +4.2% | +4.9% | -0.7% | +3.3% |
| 30D | +10.4% | +0.6% | +9.8% | +10.2% |
| 3M | +15.1% | -3.2% | +18.3% | +15.3% |
| 6M | +120.9% | +17.0% | +104.0% | +114.2% |
| YTD | +57.9% | +41.7% | +16.3% | +48.3% |
| 1Y | +30.6% | +90.0% | -59.4% | +16.5% |
| 3Y | -9.6% | +47.0% | -56.6% | -17.1% |
| 5Y | +1.6% | +58.3% | -56.7% | -9.1% |
| 10Y | +146.4% | +273.9% | -127.5% | +91.6% |
| All | +5,578.4% | +11,637.0% | -6,058.6% | +2,770.5% |
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 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