+304.7%
SPOT vs JBHT
+100.8%
+203.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | +17.6% | -2.3% | +19.9% | +18.3% |
| 3M | +26.9% | -18.5% | +45.4% | +33.1% |
| 6M | +41.8% | -11.3% | +53.1% | +44.1% |
| YTD | +3.8% | +12.6% | -8.7% | -2.4% |
| 1Y | -2.5% | +29.8% | -32.2% | -12.3% |
| 3Y | +260.6% | +28.1% | +232.5% | +213.3% |
| 5Y | +108.6% | +17.7% | +90.9% | +84.6% |
| All | +304.7% | +100.8% | +203.8% | +189.1% |
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