+29.7%
JBHT vs SM
+64.6%
-35.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.5% |
| 7D | -1.4% | -25.1% | +23.8% | -1.2% |
| 30D | -3.1% | -15.6% | +12.5% | -3.2% |
| 3M | -19.5% | +2.7% | -22.3% | -18.8% |
| 6M | -9.6% | -3.8% | -5.7% | -8.5% |
| YTD | +13.3% | +61.8% | -48.5% | +10.2% |
| 1Y | +29.7% | +71.4% | -41.7% | +26.2% |
| All | +29.7% | +64.6% | -35.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling