+216.7%
SMH vs JBHT
+17.1%
+199.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | -11.2% | -1.6% | -9.6% | -10.5% |
| 30D | -25.8% | -2.3% | -23.5% | -25.1% |
| 3M | -18.8% | -18.5% | -0.4% | -12.1% |
| 6M | -15.6% | -11.3% | -4.3% | -12.7% |
| YTD | +28.8% | +12.6% | +16.3% | +18.1% |
| 1Y | +32.6% | +29.8% | +2.8% | +13.4% |
| 3Y | +213.6% | +28.1% | +185.5% | +157.6% |
| All | +216.7% | +17.1% | +199.7% | +162.6% |
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