+16.8%
HYG vs JBHT
+17.1%
-0.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | +0.1% | -2.3% | +2.4% | +0.2% |
| 3M | -1.8% | -18.5% | +16.6% | -0.2% |
| 6M | -1.3% | -11.3% | +10.0% | -0.6% |
| YTD | +0.1% | +12.6% | -12.4% | -1.9% |
| 1Y | +1.5% | +29.8% | -28.2% | -2.0% |
| 3Y | +23.8% | +28.1% | -4.3% | +18.0% |
| All | +16.8% | +17.1% | -0.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling