+187.8%
JBHT vs SBAC
+93.8%
+94.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -2.3% | +11.2% | -13.5% | -4.9% |
| 3M | -18.5% | +4.5% | -22.9% | -19.5% |
| 6M | -11.3% | -12.2% | +0.9% | -9.0% |
| YTD | +12.6% | -0.1% | +12.7% | +10.9% |
| 1Y | +29.8% | -0.3% | +30.0% | +27.8% |
| 3Y | +28.1% | -8.7% | +36.8% | +26.5% |
| 5Y | +17.7% | -40.2% | +57.8% | +29.4% |
| All | +187.8% | +93.8% | +94.0% | +178.6% |
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