+171.4%
SLV vs JBHT
+194.3%
-22.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.1% |
| 7D | -0.7% | -1.4% | +0.6% | -0.6% |
| 30D | -15.4% | -3.1% | -12.3% | -15.1% |
| 3M | -16.3% | -19.5% | +3.2% | -14.3% |
| 6M | -28.8% | -9.6% | -19.2% | -28.3% |
| YTD | -27.1% | +13.3% | -40.5% | -28.5% |
| 1Y | +7.5% | +29.7% | -22.2% | +4.1% |
| 3Y | +121.2% | +28.3% | +92.9% | +112.0% |
| 5Y | +110.0% | +18.5% | +91.5% | +101.0% |
| All | +171.4% | +194.3% | -22.9% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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