-49.5%
SMR vs JBHT
+12.3%
-61.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.7% | +16.9% | +16.4% |
| 7D | -9.6% | -1.6% | -8.0% | -9.1% |
| 30D | -33.8% | -2.3% | -31.5% | -33.2% |
| 3M | -46.4% | -18.5% | -27.9% | -43.1% |
| 6M | -62.4% | -11.3% | -51.2% | -61.6% |
| YTD | -64.1% | +12.6% | -76.7% | -66.1% |
| 1Y | -84.3% | +29.8% | -114.1% | -85.8% |
| 3Y | +55.8% | +28.1% | +27.7% | +39.2% |
| All | -49.5% | +12.3% | -61.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling