+16.0%
SPGI vs JBHT
+22.9%
-6.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.4% | +0.5% | -1.8% | -1.5% |
| 30D | +15.3% | -0.1% | +15.3% | +15.2% |
| 3M | +16.5% | -14.0% | +30.5% | +19.9% |
| 6M | +19.8% | -5.1% | +24.9% | +19.9% |
| YTD | -3.2% | +18.0% | -21.3% | -9.2% |
| 1Y | +1.8% | +36.5% | -34.7% | -8.3% |
| 3Y | +30.6% | +34.8% | -4.2% | +14.4% |
| 5Y | +16.0% | +21.4% | -5.4% | +1.5% |
| All | +16.0% | +22.9% | -6.9% | +1.5% |
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 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