+153.5%
HYG vs JBHT
+1,095.5%
-942.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | -0.2% | +4.9% | -5.1% | -0.8% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +0.7% | -3.2% | +3.9% | +0.9% |
| 6M | +1.5% | +17.0% | -15.5% | -1.1% |
| YTD | +2.2% | +41.7% | -39.5% | -3.2% |
| 1Y | +3.9% | +90.0% | -86.1% | -6.0% |
| 3Y | +26.0% | +47.0% | -21.0% | +16.7% |
| 5Y | +19.2% | +58.3% | -39.2% | +7.8% |
| 10Y | +54.8% | +273.9% | -219.1% | +19.2% |
| All | +153.5% | +1,095.5% | -942.0% | +56.4% |
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 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