-85.6%
SMR vs JBHT
+34.8%
-120.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -4.8% |
| 7D | -9.5% | +1.7% | -11.2% | -10.1% |
| 30D | -33.2% | -1.2% | -32.0% | -33.0% |
| 3M | -45.9% | -17.1% | -28.8% | -42.7% |
| 6M | -57.9% | -4.4% | -53.5% | -60.3% |
| YTD | -63.8% | +17.5% | -81.3% | -71.8% |
| 1Y | -85.6% | +32.6% | -118.2% | -89.5% |
| All | -85.6% | +34.8% | -120.5% | -89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling