+67.8%
SPYM vs JBHT
+17.8%
+49.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.5% |
| 7D | -4.7% | -1.4% | -3.4% | -4.4% |
| 30D | -5.9% | -3.1% | -2.8% | -5.2% |
| 3M | -4.5% | -19.5% | +15.0% | +0.4% |
| 6M | +1.9% | -9.6% | +11.4% | +3.2% |
| YTD | +8.4% | +13.3% | -4.9% | +2.5% |
| 1Y | +9.4% | +29.7% | -20.2% | -0.6% |
| 3Y | +75.3% | +28.3% | +47.0% | +54.6% |
| All | +67.8% | +17.8% | +49.9% | +45.3% |
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 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