+308.8%
SPOT vs JBHT
+107.1%
+201.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +15.1% | -2.2% | +17.3% | +15.7% |
| 3M | +24.8% | -16.5% | +41.2% | +30.0% |
| 6M | +45.8% | -8.4% | +54.2% | +46.9% |
| YTD | +4.9% | +16.1% | -11.2% | -2.2% |
| 1Y | -1.3% | +31.9% | -33.2% | -11.6% |
| 3Y | +257.7% | +34.1% | +223.6% | +206.4% |
| 5Y | +118.5% | +20.1% | +98.4% | +92.4% |
| All | +308.8% | +107.1% | +201.7% | +189.6% |
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 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