+1,345.3%
THC vs JBHT
+194.3%
+1,151.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.2% |
| 7D | +5.9% | -1.4% | +7.3% | +6.6% |
| 30D | +10.8% | -3.1% | +13.9% | +12.3% |
| 3M | +9.4% | -19.5% | +29.0% | +20.2% |
| 6M | +53.3% | -9.6% | +62.8% | +56.6% |
| YTD | +44.2% | +13.3% | +30.8% | +28.5% |
| 1Y | +37.3% | +29.7% | +7.6% | +13.1% |
| 3Y | +421.6% | +28.3% | +393.3% | +303.2% |
| 5Y | +279.8% | +18.5% | +261.4% | +197.6% |
| All | +1,345.3% | +194.3% | +1,151.0% | +519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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