+273.3%
JBHT vs HRB
+236.9%
+36.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +3.6% |
| 7D | +4.9% | -5.7% | +10.5% | +6.1% |
| 30D | +0.6% | +7.9% | -7.3% | -1.4% |
| 3M | -3.2% | +32.1% | -35.3% | -9.4% |
| 6M | +17.0% | +62.2% | -45.3% | +3.7% |
| YTD | +41.7% | +16.4% | +25.3% | +35.0% |
| 1Y | +90.0% | -0.3% | +90.3% | +87.5% |
| 3Y | +47.0% | +36.0% | +10.9% | +32.1% |
| 5Y | +58.3% | +125.2% | -66.9% | +23.6% |
| All | +273.3% | +236.9% | +36.4% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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