+124.8%
SPOT vs JBHT
+21.8%
+103.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +14.6% | -1.1% | +15.7% | +14.8% |
| 3M | +18.4% | -14.8% | +33.2% | +22.5% |
| 6M | +45.1% | -7.4% | +52.5% | +45.5% |
| YTD | +4.4% | +17.3% | -12.9% | -3.3% |
| 1Y | -2.7% | +35.3% | -38.0% | -13.9% |
| 3Y | +254.6% | +33.9% | +220.6% | +201.1% |
| 5Y | +124.8% | +22.5% | +102.2% | +88.3% |
| All | +124.8% | +21.8% | +103.0% | +88.3% |
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 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