+312.6%
SPYM vs JBHT
+176.2%
+136.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | +4.2% | -0.9% | +1.9% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -1.7% | -17.3% | +15.6% | +3.7% |
| 6M | +3.1% | -3.5% | +6.6% | +2.7% |
| YTD | +12.0% | +18.0% | -6.0% | +3.4% |
| 1Y | +12.1% | +35.5% | -23.4% | -1.5% |
| 3Y | +78.5% | +34.8% | +43.8% | +51.3% |
| 5Y | +73.8% | +19.7% | +54.1% | +50.4% |
| All | +312.6% | +176.2% | +136.5% | +144.3% |
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 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