+547.6%
THC vs JBHT
+9,288.5%
-8,740.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.1% |
| 7D | +5.9% | -1.4% | +7.3% | +6.2% |
| 30D | +10.8% | -3.1% | +13.9% | +11.6% |
| 3M | +9.4% | -19.5% | +29.0% | +14.7% |
| 6M | +53.3% | -9.6% | +62.8% | +55.5% |
| YTD | +44.2% | +13.3% | +30.8% | +37.7% |
| 1Y | +37.3% | +29.7% | +7.6% | +26.8% |
| 3Y | +421.6% | +28.3% | +393.3% | +372.6% |
| 5Y | +279.8% | +18.5% | +261.4% | +249.5% |
| 10Y | +1,513.9% | +198.1% | +1,315.8% | +1,130.3% |
| All | +547.6% | +9,288.5% | -8,740.9% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling