+66.0%
JBHT vs SARO
-20.0%
+86.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +0.6% | -20.0% | +20.6% | +4.3% |
| 3M | -3.2% | -2.9% | -0.3% | -3.4% |
| 6M | +17.0% | -17.7% | +34.6% | +20.2% |
| YTD | +41.7% | -13.5% | +55.1% | +43.7% |
| 1Y | +90.0% | -9.7% | +99.7% | +90.1% |
| All | +66.0% | -20.0% | +86.0% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling