+5,236.7%
JBHT vs SM
+1,289.1%
+3,947.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.0% |
| 7D | -1.4% | -25.1% | +23.8% | +1.7% |
| 30D | -3.1% | -15.6% | +12.5% | -1.5% |
| 3M | -19.5% | +2.7% | -22.3% | -20.2% |
| 6M | -9.6% | -3.8% | -5.7% | -10.1% |
| YTD | +13.3% | +61.8% | -48.5% | +5.4% |
| 1Y | +29.7% | +71.4% | -41.7% | +19.7% |
| 3Y | +28.3% | -20.7% | +49.0% | +27.2% |
| 5Y | +18.5% | -11.5% | +30.0% | +12.9% |
| 10Y | +198.1% | +10.2% | +187.9% | +117.4% |
| All | +5,236.7% | +1,289.1% | +3,947.6% | +2,981.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling