+8,945.0%
JBHT vs HRB
+3,777.3%
+5,167.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.7% | -3.4% |
| 7D | -1.4% | +10.7% | -12.1% | -3.8% |
| 30D | -3.1% | +29.0% | -32.1% | -9.1% |
| 3M | -19.5% | +21.0% | -40.5% | -23.8% |
| 6M | -9.6% | +86.9% | -96.5% | -24.2% |
| YTD | +13.3% | +30.5% | -17.2% | +3.1% |
| 1Y | +29.7% | +13.6% | +16.1% | +22.1% |
| 3Y | +28.3% | +42.0% | -13.7% | +12.1% |
| 5Y | +18.5% | +157.2% | -138.8% | -13.0% |
| 10Y | +198.1% | +270.0% | -71.9% | +84.4% |
| All | +8,945.0% | +3,777.3% | +5,167.7% | +2,747.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling