+211.7%
SMH vs JBHT
+34.7%
+177.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -6.7% | +0.9% | -7.7% | -6.9% |
| 30D | -19.8% | -1.1% | -18.7% | -19.6% |
| 3M | -15.1% | -14.8% | -0.3% | -11.0% |
| 6M | -14.6% | -7.4% | -7.2% | -13.5% |
| YTD | +34.3% | +17.3% | +17.0% | +24.0% |
| 1Y | +35.2% | +35.3% | -0.1% | +18.4% |
| 3Y | +211.7% | +33.9% | +177.7% | +169.8% |
| All | +211.7% | +34.7% | +177.0% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling