-53.7%
SMR vs JBHT
+20.5%
-74.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -4.0% |
| 7D | -8.3% | +7.0% | -15.3% | -10.2% |
| 30D | -20.1% | +0.5% | -20.6% | -20.1% |
| 3M | -52.7% | -17.4% | -35.3% | -50.1% |
| 6M | -61.0% | -1.7% | -59.3% | -61.5% |
| YTD | -67.1% | +20.7% | -87.8% | -69.5% |
| 1Y | -79.9% | +41.1% | -120.9% | -82.2% |
| 3Y | +101.7% | +38.0% | +63.7% | +75.5% |
| All | -53.7% | +20.5% | -74.2% | -59.9% |
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 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