+181.3%
JBHT vs HBM
+301.8%
-120.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.4% |
| 7D | +0.9% | +2.4% | -1.4% | +0.5% |
| 30D | -1.1% | -16.0% | +14.9% | +1.2% |
| 3M | -14.8% | -21.3% | +6.5% | -12.3% |
| 6M | -7.4% | -12.2% | +4.8% | -7.2% |
| YTD | +17.3% | +10.7% | +6.6% | +12.7% |
| 1Y | +35.3% | +30.3% | +5.0% | +26.7% |
| 3Y | +33.9% | +432.2% | -398.3% | -1.5% |
| 5Y | +22.5% | +218.8% | -196.3% | -6.6% |
| 10Y | +181.3% | +281.4% | -100.0% | +83.2% |
| All | +181.3% | +301.8% | -120.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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