+273.3%
JBHT vs SBAC
+80.0%
+193.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +0.6% | +6.9% | -6.3% | -1.1% |
| 3M | -3.2% | -8.2% | +5.0% | -1.5% |
| 6M | +17.0% | -1.6% | +18.6% | +16.3% |
| YTD | +41.7% | -0.1% | +41.8% | +39.9% |
| 1Y | +90.0% | -0.5% | +90.4% | +87.6% |
| 3Y | +47.0% | -9.1% | +56.0% | +45.4% |
| 5Y | +58.3% | -43.8% | +102.1% | +77.4% |
| All | +273.3% | +80.0% | +193.3% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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