+113.0%
SPOT vs JBHT
+58.3%
+54.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.9% |
| 7D | -0.9% | +4.9% | -5.8% | -2.2% |
| 30D | +12.5% | +0.6% | +11.9% | +12.0% |
| 3M | +9.9% | -3.2% | +13.1% | +10.1% |
| 6M | +1.6% | +17.0% | -15.4% | -4.3% |
| YTD | -6.6% | +41.7% | -48.2% | -17.0% |
| 1Y | -22.9% | +90.0% | -112.9% | -38.3% |
| 3Y | +244.3% | +47.0% | +197.3% | +196.2% |
| All | +113.0% | +58.3% | +54.7% | +70.7% |
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