+192.7%
HUT vs JBHT
+97.4%
+95.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.7% | +15.2% | +15.0% |
| 7D | -11.4% | -1.6% | -9.8% | -10.7% |
| 30D | -41.0% | -2.3% | -38.8% | -40.5% |
| 3M | -41.9% | -18.5% | -23.5% | -35.6% |
| 6M | -51.7% | -11.3% | -40.4% | -50.1% |
| YTD | +14.6% | +12.6% | +2.0% | +3.1% |
| 1Y | +21.4% | +29.8% | -8.4% | 0.0% |
| 3Y | +359.8% | +28.1% | +331.7% | +264.3% |
| 5Y | -27.5% | +17.7% | -45.2% | -38.7% |
| All | +192.7% | +97.4% | +95.4% | +86.4% |
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