+311.1%
SPOT vs JBHT
+115.4%
+195.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.7% |
| 7D | +1.6% | +7.0% | -5.4% | -0.2% |
| 30D | +16.9% | +0.5% | +16.4% | +16.7% |
| 3M | +23.0% | -17.4% | +40.3% | +28.6% |
| 6M | +42.2% | -1.7% | +43.9% | +40.5% |
| YTD | +5.5% | +20.7% | -15.2% | -2.6% |
| 1Y | -5.1% | +41.1% | -46.1% | -16.6% |
| 3Y | +257.9% | +38.0% | +219.9% | +204.7% |
| 5Y | +118.4% | +22.5% | +95.9% | +91.3% |
| All | +311.1% | +115.4% | +195.7% | +188.3% |
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