-52.1%
SMR vs JBHT
+17.8%
-69.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | +4.2% | +6.1% | +8.9% |
| 30D | -25.7% | -0.4% | -25.3% | -25.5% |
| 3M | -49.7% | -17.3% | -32.4% | -46.9% |
| 6M | -59.8% | -3.5% | -56.3% | -60.1% |
| YTD | -66.0% | +18.0% | -84.0% | -68.3% |
| 1Y | -81.4% | +35.5% | -117.0% | -83.4% |
| 3Y | +130.6% | +34.8% | +95.9% | +102.2% |
| All | -52.1% | +17.8% | -69.9% | -58.2% |
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