+16.8%
JBHT vs SM
-11.5%
+28.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -1.6% | -25.9% | +24.3% | +3.0% |
| 30D | -2.3% | -15.1% | +12.8% | -0.2% |
| 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% | -0.6% |
| 1Y | +29.8% | +72.5% | -42.7% | +13.1% |
| 3Y | +28.1% | -16.9% | +45.0% | +24.1% |
| All | +16.8% | -11.5% | +28.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling