+435.2%
THC vs JBHT
+33.0%
+402.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +9.4% |
| 7D | +8.8% | +1.7% | +7.1% | +8.5% |
| 30D | +12.6% | -1.2% | +13.8% | +12.8% |
| 3M | +15.4% | -17.1% | +32.5% | +19.1% |
| 6M | +57.7% | -4.4% | +62.1% | +57.0% |
| YTD | +47.1% | +17.5% | +29.6% | +38.6% |
| 1Y | +40.7% | +32.6% | +8.1% | +28.5% |
| All | +435.2% | +33.0% | +402.2% | +336.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling