+28.9%
JBHT vs SBAC
-8.7%
+37.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.4% |
| 7D | -1.4% | +4.4% | -5.8% | -1.8% |
| 30D | -3.1% | +13.8% | -16.8% | -4.4% |
| 3M | -19.5% | +9.0% | -28.5% | -20.3% |
| 6M | -9.6% | -10.0% | +0.4% | -8.6% |
| YTD | +13.3% | +1.8% | +11.5% | +12.9% |
| 1Y | +29.7% | +1.1% | +28.5% | +29.4% |
| All | +28.9% | -8.7% | +37.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling