+187.8%
JBHT vs SFM
+138.2%
+49.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | -0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -2.3% | -24.8% | +22.5% | +0.4% |
| 3M | -18.5% | -43.7% | +25.2% | -13.5% |
| 6M | -11.3% | -37.3% | +26.0% | -7.5% |
| YTD | +12.6% | -38.4% | +50.9% | +17.0% |
| 1Y | +29.8% | -36.9% | +66.7% | +34.3% |
| 3Y | +28.1% | +20.7% | +7.4% | +16.9% |
| 5Y | +17.7% | +103.5% | -85.8% | -2.8% |
| All | +187.8% | +138.2% | +49.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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