+273.3%
JBHT vs SM
+6.6%
+266.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +0.6% | +26.3% | -25.7% | -1.6% |
| 3M | -3.2% | +8.7% | -11.9% | -4.2% |
| 6M | +17.0% | +51.7% | -34.7% | +11.7% |
| YTD | +41.7% | +99.0% | -57.4% | +31.8% |
| 1Y | +90.0% | +34.6% | +55.4% | +82.7% |
| 3Y | +47.0% | -7.8% | +54.7% | +44.0% |
| 5Y | +58.3% | +104.8% | -46.5% | +44.1% |
| All | +273.3% | +6.6% | +266.6% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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