+1,475.7%
SMH vs JBHT
+182.5%
+1,293.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -4.0% |
| 7D | +4.9% | +7.0% | -2.1% | +1.7% |
| 30D | -13.8% | +0.5% | -14.3% | -14.0% |
| 3M | -17.4% | -17.4% | 0.0% | -10.6% |
| 6M | -15.0% | -1.7% | -13.3% | -15.9% |
| YTD | +35.2% | +20.7% | +14.4% | +20.0% |
| 1Y | +41.6% | +41.1% | +0.5% | +16.4% |
| 3Y | +215.6% | +38.0% | +177.6% | +150.8% |
| 5Y | +233.2% | +22.5% | +210.8% | +176.4% |
| All | +1,475.7% | +182.5% | +1,293.2% | +757.8% |
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 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