+3,087.9%
SPY vs JBHT
+5,076.9%
-1,988.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | -1.0% | -1.2% | +0.1% | -0.9% |
| 3M | -0.3% | -17.1% | +16.8% | +3.4% |
| 6M | +7.3% | -4.4% | +11.7% | +7.5% |
| YTD | +13.3% | +17.5% | -4.2% | +7.9% |
| 1Y | +14.8% | +32.6% | -17.8% | +6.2% |
| 3Y | +82.9% | +33.0% | +49.9% | +65.6% |
| 5Y | +75.6% | +20.3% | +55.3% | +61.0% |
| 10Y | +330.5% | +209.1% | +121.5% | +216.2% |
| All | +3,087.9% | +5,076.9% | -1,988.9% | +1,294.0% |
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