+3,094.0%
SPY vs JBHT
+6,141.8%
-3,047.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | +0.1% | +4.9% | -4.8% | -1.0% |
| 30D | +0.1% | +0.6% | -0.5% | -0.2% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | +13.0% | +17.0% | -3.9% | +8.3% |
| YTD | +13.5% | +41.7% | -28.1% | +4.0% |
| 1Y | +20.0% | +90.0% | -70.0% | +1.9% |
| 3Y | +77.2% | +47.0% | +30.2% | +57.3% |
| 5Y | +81.9% | +58.3% | +23.6% | +57.2% |
| 10Y | +314.1% | +273.9% | +40.1% | +192.4% |
| All | +3,094.0% | +6,141.8% | -3,047.8% | +1,244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling