+72.9%
SPY vs JBHT
+21.8%
+51.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | -3.7% | -1.1% | -2.6% | -3.5% |
| 3M | -2.7% | -14.8% | +12.1% | +0.8% |
| 6M | +2.2% | -7.4% | +9.6% | +3.0% |
| YTD | +10.8% | +17.3% | -6.5% | +3.7% |
| 1Y | +11.2% | +35.3% | -24.1% | -0.3% |
| 3Y | +76.5% | +33.9% | +42.5% | +53.4% |
| 5Y | +72.9% | +22.5% | +50.4% | +47.7% |
| All | +72.9% | +21.8% | +51.1% | +47.7% |
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