+6,571.6%
JBHT vs SM
+1,608.3%
+4,963.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +0.6% | +26.3% | -25.7% | -2.2% |
| 3M | -3.2% | +8.7% | -11.9% | -4.6% |
| 6M | +17.0% | +51.7% | -34.7% | +10.3% |
| YTD | +41.7% | +99.0% | -57.4% | +29.2% |
| 1Y | +90.0% | +34.6% | +55.4% | +80.6% |
| 3Y | +47.0% | -7.8% | +54.7% | +43.4% |
| 5Y | +58.3% | +104.8% | -46.5% | +37.6% |
| 10Y | +273.9% | +7.2% | +266.7% | +174.8% |
| All | +6,571.6% | +1,608.3% | +4,963.3% | +3,675.5% |
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