+99.8%
SLV vs JBHT
+22.9%
+76.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -14.2% | -0.1% | -14.1% | -14.2% |
| 3M | -20.3% | -14.0% | -6.3% | -18.9% |
| 6M | -40.2% | -5.1% | -35.1% | -40.1% |
| YTD | -27.6% | +18.0% | -45.6% | -29.5% |
| 1Y | +0.4% | +36.5% | -36.1% | -3.8% |
| 3Y | +129.4% | +34.8% | +94.6% | +117.5% |
| 5Y | +99.8% | +21.4% | +78.4% | +87.7% |
| All | +99.8% | +22.9% | +76.9% | +87.7% |
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