+968.5%
SMH vs JBHT
+6,966.3%
-5,997.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -3.6% | -7.7% | -9.7% |
| 7D | -20.3% | -1.4% | -18.9% | -19.7% |
| 30D | -29.2% | -3.1% | -26.1% | -28.3% |
| 3M | -21.4% | -19.5% | -1.9% | -14.4% |
| 6M | -14.3% | -9.6% | -4.8% | -11.9% |
| YTD | +24.3% | +13.3% | +11.0% | +15.0% |
| 1Y | +24.9% | +29.7% | -4.8% | +8.7% |
| 3Y | +203.5% | +28.3% | +175.2% | +155.8% |
| 5Y | +211.2% | +18.5% | +192.7% | +169.0% |
| 10Y | +1,376.1% | +198.1% | +1,178.0% | +719.7% |
| All | +968.5% | +6,966.3% | -5,997.8% | +9.0% |
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 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