+18.5%
JBHT vs SBAC
-39.7%
+58.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.3% |
| 7D | -1.4% | +4.4% | -5.8% | -2.2% |
| 30D | -3.1% | +13.8% | -16.8% | -5.7% |
| 3M | -19.5% | +9.0% | -28.5% | -21.1% |
| 6M | -9.6% | -10.0% | +0.4% | -8.0% |
| YTD | +13.3% | +1.8% | +11.5% | +11.7% |
| 1Y | +29.7% | +1.1% | +28.5% | +28.0% |
| 3Y | +28.3% | -9.5% | +37.8% | +27.5% |
| 5Y | +18.5% | -39.0% | +57.5% | +28.0% |
| All | +18.5% | -39.7% | +58.2% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling