+181.3%
JBHT vs HRB
+252.0%
-70.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +0.9% | -4.0% | +5.0% | +1.7% |
| 30D | -1.1% | +15.8% | -16.9% | -4.3% |
| 3M | -14.8% | +12.0% | -26.8% | -17.4% |
| 6M | -7.4% | +40.7% | -48.2% | -14.8% |
| YTD | +17.3% | +21.0% | -3.7% | +10.6% |
| 1Y | +35.3% | +11.7% | +23.7% | +29.9% |
| 3Y | +33.9% | +25.0% | +9.0% | +22.8% |
| 5Y | +22.5% | +141.0% | -118.5% | -6.0% |
| 10Y | +181.3% | +241.3% | -59.9% | +89.7% |
| All | +181.3% | +252.0% | -70.6% | +89.7% |
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