+172.1%
HUT vs JBHT
+106.0%
+66.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.1% | -24.3% | -23.9% |
| 7D | -29.5% | +1.7% | -31.2% | -30.4% |
| 30D | -45.2% | -1.2% | -44.0% | -45.1% |
| 3M | -51.6% | -17.1% | -34.5% | -46.8% |
| 6M | -37.3% | -4.4% | -32.9% | -38.0% |
| YTD | +6.5% | +17.5% | -11.0% | -6.5% |
| 1Y | +1.7% | +32.6% | -30.9% | -17.2% |
| 3Y | +314.7% | +33.0% | +281.7% | +221.5% |
| 5Y | -33.4% | +20.3% | -53.8% | -44.6% |
| All | +172.1% | +106.0% | +66.1% | +69.0% |
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