+171.1%
SLV vs JBHT
+192.4%
-21.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +5.1% | -1.6% | +6.7% | +5.3% |
| 30D | -12.9% | -2.3% | -10.6% | -12.7% |
| 3M | -16.1% | -18.5% | +2.4% | -14.2% |
| 6M | -33.2% | -11.3% | -21.9% | -32.5% |
| YTD | -27.2% | +12.6% | -39.8% | -28.5% |
| 1Y | +7.6% | +29.8% | -22.1% | +4.2% |
| 3Y | +122.3% | +28.1% | +94.3% | +113.2% |
| 5Y | +109.7% | +17.7% | +92.0% | +100.9% |
| All | +171.1% | +192.4% | -21.3% | +166.9% |
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