+110.0%
SLV vs JBHT
+15.0%
+95.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | 0.0% |
| 7D | -0.7% | -1.4% | +0.6% | -0.5% |
| 30D | -15.4% | -3.1% | -12.3% | -15.0% |
| 3M | -16.3% | -19.5% | +3.2% | -14.0% |
| 6M | -28.8% | -9.6% | -19.2% | -28.3% |
| YTD | -27.1% | +13.3% | -40.5% | -28.7% |
| 1Y | +7.5% | +29.7% | -22.2% | +3.7% |
| 3Y | +121.2% | +28.3% | +92.9% | +111.1% |
| 5Y | +110.0% | +18.5% | +91.5% | +97.9% |
| All | +110.0% | +15.0% | +95.0% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling