+15,046.2%
SPGI vs JBHT
+9,634.5%
+5,411.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.1% |
| 7D | +7.2% | +1.7% | +5.5% | +6.8% |
| 30D | +23.2% | -1.2% | +24.4% | +23.5% |
| 3M | +17.0% | -17.1% | +34.2% | +21.4% |
| 6M | +20.4% | -4.4% | +24.8% | +20.5% |
| YTD | -1.9% | +17.5% | -19.4% | -6.8% |
| 1Y | +2.9% | +32.6% | -29.7% | -5.0% |
| 3Y | +36.2% | +33.0% | +3.2% | +22.9% |
| 5Y | +14.8% | +20.3% | -5.6% | +4.9% |
| 10Y | +355.1% | +209.1% | +146.0% | +233.9% |
| All | +15,046.2% | +9,634.5% | +5,411.7% | +6,709.6% |
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