+828.4%
SPYM vs JBHT
+1,378.8%
-550.4%
-54.5%
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% | -1.3% |
| 7D | +0.1% | +4.9% | -4.8% | -1.4% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | +2.0% | -3.2% | +5.2% | +2.6% |
| 6M | +13.1% | +17.0% | -3.9% | +6.4% |
| YTD | +13.6% | +41.7% | -28.0% | +0.2% |
| 1Y | +20.1% | +90.0% | -69.9% | -5.1% |
| 3Y | +77.6% | +47.0% | +30.6% | +49.1% |
| 5Y | +82.5% | +58.3% | +24.2% | +46.7% |
| 10Y | +317.6% | +273.9% | +43.7% | +143.7% |
| All | +828.4% | +1,378.8% | -550.4% | +252.2% |
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