+187.8%
JBHT vs HRB
+249.6%
-61.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | +0.2% |
| 7D | -1.6% | +2.7% | -4.3% | -2.2% |
| 30D | -2.3% | +22.1% | -24.4% | -6.4% |
| 3M | -18.5% | +15.7% | -34.2% | -21.4% |
| 6M | -11.3% | +83.3% | -94.6% | -23.3% |
| YTD | +12.6% | +25.0% | -12.4% | +5.5% |
| 1Y | +29.8% | +6.9% | +22.8% | +26.0% |
| 3Y | +28.1% | +39.0% | -11.0% | +14.5% |
| 5Y | +17.7% | +146.4% | -128.7% | -10.0% |
| All | +187.8% | +249.6% | -61.9% | +93.1% |
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