+19.3%
HYG vs JBHT
+60.5%
-41.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | +7.1% | -7.1% | -0.6% |
| 30D | -0.1% | +2.3% | -2.4% | -0.3% |
| 3M | +1.0% | -4.5% | +5.5% | +1.3% |
| 6M | +2.3% | +29.2% | -26.9% | -0.5% |
| YTD | +2.1% | +42.2% | -40.1% | -1.8% |
| 1Y | +3.8% | +93.7% | -89.9% | -3.6% |
| 3Y | +26.7% | +53.2% | -26.5% | +19.6% |
| 5Y | +19.3% | +62.4% | -43.1% | +10.7% |
| All | +19.3% | +60.5% | -41.2% | +10.7% |
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