+1,361.7%
JBHT vs HBM
+613.3%
+748.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +2.9% |
| 7D | +4.9% | -6.4% | +11.2% | +5.9% |
| 30D | +0.6% | +5.9% | -5.3% | -0.4% |
| 3M | -3.2% | -8.9% | +5.7% | -2.8% |
| 6M | +17.0% | +10.7% | +6.3% | +13.4% |
| YTD | +41.7% | +38.3% | +3.4% | +32.3% |
| 1Y | +90.0% | +121.3% | -31.4% | +64.5% |
| 3Y | +47.0% | +450.6% | -403.6% | +7.8% |
| 5Y | +58.3% | +338.0% | -279.7% | +15.7% |
| 10Y | +273.9% | +578.6% | -304.7% | +124.1% |
| All | +1,361.7% | +613.3% | +748.4% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling