+28.9%
JBHT vs SM
-20.8%
+49.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -2.8% |
| 7D | -1.4% | -25.1% | +23.8% | +2.8% |
| 30D | -3.1% | -15.6% | +12.5% | -1.1% |
| 3M | -19.5% | +2.7% | -22.3% | -20.5% |
| 6M | -9.6% | -3.8% | -5.7% | -10.4% |
| YTD | +13.3% | +61.8% | -48.5% | -1.3% |
| 1Y | +29.7% | +71.4% | -41.7% | +11.0% |
| All | +28.9% | -20.8% | +49.7% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling