-80.9%
SMR vs JBHT
+31.8%
-112.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +5.9% |
| 7D | +1.7% | +0.2% | +1.4% | +1.8% |
| 30D | -24.4% | -2.2% | -22.3% | -23.7% |
| 3M | -44.6% | -16.5% | -28.1% | -41.4% |
| 6M | -56.7% | -8.4% | -48.2% | -58.0% |
| YTD | -61.6% | +16.1% | -77.7% | -69.9% |
| All | -80.9% | +31.8% | -112.7% | -85.8% |
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 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