+241.4%
SLV vs JBHT
+1,080.8%
-839.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.1% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | -14.5% | -1.2% | -13.3% | -14.4% |
| 3M | -12.4% | -17.1% | +4.7% | -10.7% |
| 6M | -28.5% | -4.4% | -24.1% | -28.4% |
| YTD | -26.8% | +17.5% | -44.3% | -28.3% |
| 1Y | +10.3% | +32.6% | -22.3% | +6.6% |
| 3Y | +122.2% | +33.0% | +89.2% | +112.3% |
| 5Y | +114.4% | +20.3% | +94.0% | +105.1% |
| 10Y | +170.1% | +209.1% | -39.0% | +129.9% |
| All | +241.4% | +1,080.8% | -839.3% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling