-56.6%
SMR vs JBHT
+13.1%
-69.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -3.6% | -11.3% | -13.7% |
| 7D | -26.2% | -1.4% | -24.8% | -25.8% |
| 30D | -45.5% | -3.1% | -42.4% | -44.9% |
| 3M | -53.4% | -19.5% | -33.9% | -50.4% |
| 6M | -63.2% | -9.6% | -53.6% | -62.6% |
| YTD | -69.2% | +13.3% | -82.5% | -70.9% |
| 1Y | -88.5% | +29.7% | -118.2% | -89.5% |
| 3Y | +26.7% | +28.3% | -1.6% | +13.2% |
| All | -56.6% | +13.1% | -69.6% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling