+28.1%
JBHT vs SM
-20.0%
+48.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -1.6% | -25.9% | +24.3% | +2.7% |
| 30D | -2.3% | -15.1% | +12.8% | -0.4% |
| 3M | -18.5% | +4.9% | -23.3% | -19.7% |
| 6M | -11.3% | +6.1% | -17.4% | -13.6% |
| YTD | +12.6% | +63.4% | -50.9% | -2.1% |
| 1Y | +29.8% | +72.5% | -42.7% | +11.0% |
| 3Y | +28.1% | -16.9% | +45.0% | +22.1% |
| All | +28.1% | -20.0% | +48.1% | +22.1% |
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