+59.9%
JBHT vs HBM
+349.4%
-289.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.0% |
| 7D | +4.9% | -6.4% | +11.2% | +6.0% |
| 30D | +0.6% | +5.9% | -5.3% | -0.5% |
| 3M | -3.2% | -8.9% | +5.7% | -2.6% |
| 6M | +17.0% | +10.7% | +6.3% | +12.9% |
| YTD | +41.7% | +38.3% | +3.4% | +30.8% |
| 1Y | +90.0% | +121.3% | -31.4% | +60.4% |
| 3Y | +47.0% | +450.6% | -403.6% | +0.3% |
| All | +59.9% | +349.4% | -289.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling