+1,523.4%
SMH vs JBHT
+183.5%
+1,339.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +0.5% | +0.5% | +0.1% | +0.5% |
| 30D | -14.2% | -0.1% | -14.1% | -14.2% |
| 3M | -11.5% | -14.0% | +2.5% | -6.0% |
| 6M | -12.0% | -5.1% | -7.0% | -11.5% |
| YTD | +40.8% | +18.0% | +22.7% | +26.4% |
| 1Y | +44.9% | +36.5% | +8.3% | +21.0% |
| 3Y | +226.7% | +34.8% | +192.0% | +162.6% |
| 5Y | +250.6% | +21.4% | +229.2% | +191.9% |
| 10Y | +1,523.4% | +178.0% | +1,345.4% | +800.0% |
| All | +1,523.4% | +183.5% | +1,339.9% | +800.0% |
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