+5,433.3%
JBHT vs SM
+1,356.1%
+4,077.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.3% | +16.4% | +2.8% |
| 7D | +1.7% | -21.5% | +23.2% | +4.3% |
| 30D | -1.2% | -11.4% | +10.2% | -0.1% |
| 3M | -17.1% | +0.6% | -17.8% | -17.6% |
| 6M | -4.4% | +0.2% | -4.6% | -5.4% |
| YTD | +17.5% | +69.7% | -52.2% | +8.7% |
| 1Y | +32.6% | +71.6% | -39.0% | +22.4% |
| 3Y | +33.0% | -16.9% | +49.9% | +31.1% |
| 5Y | +20.3% | -3.2% | +23.6% | +13.5% |
| 10Y | +209.1% | +15.5% | +193.6% | +124.2% |
| All | +5,433.3% | +1,356.1% | +4,077.2% | +3,078.1% |
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 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