+62.4%
JBHT vs SARO
-21.9%
+84.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +0.6% | -14.5% | +15.1% | +3.2% |
| 3M | -6.6% | -5.3% | -1.3% | -6.4% |
| 6M | +23.6% | -15.3% | +38.9% | +26.1% |
| YTD | +38.6% | -15.6% | +54.1% | +41.1% |
| 1Y | +91.5% | -9.1% | +100.6% | +90.9% |
| All | +62.4% | -21.9% | +84.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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