+55.7%
HYG vs JBHT
+176.2%
-120.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +4.2% | -4.6% | -0.8% |
| 30D | +0.4% | -0.4% | +0.8% | +0.4% |
| 3M | -1.8% | -17.3% | +15.5% | 0.0% |
| 6M | -0.7% | -3.5% | +2.8% | -0.8% |
| YTD | +0.3% | +18.0% | -17.7% | -2.5% |
| 1Y | +1.4% | +35.5% | -34.1% | -3.1% |
| 3Y | +24.1% | +34.8% | -10.7% | +17.0% |
| 5Y | +17.8% | +19.7% | -1.9% | +11.5% |
| All | +55.7% | +176.2% | -120.5% | +28.2% |
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