+93.7%
JBHT vs SARO
-8.8%
+102.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | +7.1% | +1.1% | +6.1% | +7.0% |
| 30D | +2.3% | -16.2% | +18.5% | +3.8% |
| 3M | -4.5% | -1.3% | -3.2% | -5.2% |
| 6M | +29.2% | -15.2% | +44.5% | +30.4% |
| YTD | +42.2% | -14.7% | +56.9% | +43.4% |
| 1Y | +93.7% | -9.1% | +102.8% | +90.4% |
| All | +93.7% | -8.8% | +102.5% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling