+384.1%
SPYG vs JBHT
+192.4%
+191.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.1% |
| 30D | -11.2% | -2.3% | -8.9% | -10.6% |
| 3M | -8.1% | -18.5% | +10.4% | -2.5% |
| 6M | -3.3% | -11.3% | +8.0% | -0.9% |
| YTD | +5.5% | +12.6% | -7.0% | -1.2% |
| 1Y | +7.0% | +29.8% | -22.8% | -4.9% |
| 3Y | +89.5% | +28.1% | +61.4% | +63.1% |
| 5Y | +63.3% | +17.7% | +45.6% | +42.0% |
| All | +384.1% | +192.4% | +191.7% | +207.6% |
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