+303.9%
SPY vs JBHT
+192.4%
+111.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | -5.4% | -2.3% | -3.1% | -4.8% |
| 3M | -4.1% | -18.5% | +14.4% | +1.6% |
| 6M | +0.7% | -11.3% | +12.0% | +3.1% |
| YTD | +8.7% | +12.6% | -3.9% | +1.9% |
| 1Y | +10.9% | +29.8% | -18.9% | -1.2% |
| 3Y | +75.0% | +28.1% | +46.9% | +51.0% |
| 5Y | +67.8% | +17.7% | +50.1% | +45.8% |
| All | +303.9% | +192.4% | +111.6% | +144.8% |
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