+331.8%
SPGI vs JBHT
+192.4%
+139.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.8% |
| 30D | +18.4% | -2.3% | +20.7% | +19.1% |
| 3M | +15.7% | -18.5% | +34.2% | +22.4% |
| 6M | +17.3% | -11.3% | +28.5% | +19.9% |
| YTD | -4.7% | +12.6% | -17.3% | -11.0% |
| 1Y | +1.8% | +29.8% | -27.9% | -9.7% |
| 3Y | +31.7% | +28.1% | +3.6% | +12.7% |
| 5Y | +12.1% | +17.7% | -5.6% | -3.2% |
| All | +331.8% | +192.4% | +139.5% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling