+180.0%
JBHT vs HBM
+281.1%
-101.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | +7.0% | +2.2% | +4.8% | +6.6% |
| 30D | +0.5% | -11.8% | +12.3% | +2.1% |
| 3M | -17.4% | -19.2% | +1.9% | -15.2% |
| 6M | -1.7% | -22.9% | +21.2% | +0.5% |
| YTD | +20.7% | +7.8% | +12.9% | +16.4% |
| 1Y | +41.1% | +34.9% | +6.2% | +31.4% |
| 3Y | +38.0% | +422.2% | -384.2% | +1.7% |
| 5Y | +22.5% | +192.8% | -170.4% | -5.6% |
| All | +180.0% | +281.1% | -101.1% | +81.8% |
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