+312.8%
SPY vs JBHT
+272.5%
+40.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +0.1% | +4.9% | -4.8% | -1.5% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | +2.0% | -3.2% | +5.2% | +2.5% |
| 6M | +13.0% | +17.0% | -3.9% | +6.1% |
| YTD | +13.5% | +41.7% | -28.1% | -0.5% |
| 1Y | +20.0% | +90.0% | -70.0% | -6.4% |
| 3Y | +77.2% | +47.0% | +30.2% | +47.7% |
| 5Y | +81.9% | +58.3% | +23.6% | +43.4% |
| All | +312.8% | +272.5% | +40.3% | +119.5% |
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