-80.4%
SMR vs JBHT
+36.3%
-116.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +1.9% | +0.5% | +1.5% | +1.9% |
| 30D | -21.9% | -0.1% | -21.9% | -21.8% |
| 3M | -47.1% | -14.0% | -33.1% | -44.7% |
| 6M | -60.6% | -5.1% | -55.6% | -62.5% |
| YTD | -63.1% | +18.0% | -81.1% | -71.1% |
| 1Y | -80.4% | +36.5% | -117.0% | -84.9% |
| All | -80.4% | +36.3% | -116.8% | -84.9% |
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