+56.5%
SMR vs JBHT
+47.5%
+8.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | +4.4% | +4.9% | -0.5% | +2.9% |
| 30D | +3.4% | +0.6% | +2.8% | +3.2% |
| 3M | -19.2% | -3.2% | -16.0% | -18.8% |
| 6M | -22.6% | +17.0% | -39.6% | -27.5% |
| YTD | -31.5% | +41.7% | -73.2% | -39.5% |
| 1Y | -73.1% | +90.0% | -163.1% | -78.5% |
| All | +56.5% | +47.5% | +8.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling