+155.5%
HUT vs JBHT
+98.7%
+56.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.6% | -4.1% |
| 7D | -30.8% | -1.4% | -29.5% | -30.4% |
| 30D | -50.2% | -3.1% | -47.1% | -49.4% |
| 3M | -50.5% | -19.5% | -30.9% | -44.6% |
| 6M | -42.9% | -9.6% | -33.4% | -41.6% |
| YTD | 0.0% | +13.3% | -13.3% | -10.3% |
| 1Y | -2.2% | +29.7% | -31.9% | -19.4% |
| 3Y | +289.4% | +28.3% | +261.1% | +208.5% |
| 5Y | -36.7% | +18.5% | -55.2% | -46.7% |
| All | +155.5% | +98.7% | +56.8% | +62.2% |
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