+499.2%
THC vs JBHT
+11,637.0%
-11,137.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.1% |
| 7D | -0.7% | +4.9% | -5.5% | -1.8% |
| 30D | +1.3% | +0.6% | +0.7% | +1.0% |
| 3M | +64.2% | -3.2% | +67.5% | +65.0% |
| 6M | +8.3% | +17.0% | -8.7% | +3.5% |
| YTD | +33.4% | +41.7% | -8.3% | +21.3% |
| 1Y | +37.7% | +90.0% | -52.3% | +15.4% |
| 3Y | +236.8% | +47.0% | +189.8% | +196.4% |
| 5Y | +249.3% | +58.3% | +190.9% | +200.9% |
| 10Y | +995.2% | +273.9% | +721.3% | +694.0% |
| All | +499.2% | +11,637.0% | -11,137.8% | +176.2% |
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