+181.3%
JBHT vs SPY
+304.1%
-122.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.5% |
| 30D | -1.1% | -3.7% | +2.6% | +2.3% |
| 3M | -14.8% | -2.7% | -12.1% | -12.6% |
| 6M | -7.4% | +2.2% | -9.6% | -9.5% |
| YTD | +17.3% | +10.8% | +6.5% | +6.5% |
| 1Y | +35.3% | +11.2% | +24.1% | +22.4% |
| 3Y | +33.9% | +76.5% | -42.5% | -20.6% |
| 5Y | +22.5% | +72.9% | -50.4% | -26.4% |
| 10Y | +181.3% | +304.8% | -123.5% | -22.4% |
| All | +181.3% | +304.1% | -122.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling