+189.7%
JBHT vs SFM
+150.4%
+39.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.6% | -3.0% |
| 7D | -1.4% | +7.5% | -8.9% | -2.3% |
| 30D | -3.1% | -20.8% | +17.8% | -0.9% |
| 3M | -19.5% | -39.4% | +19.8% | -15.4% |
| 6M | -9.6% | -34.5% | +24.9% | -6.2% |
| YTD | +13.3% | -35.2% | +48.5% | +17.1% |
| 1Y | +29.7% | -35.3% | +65.0% | +34.0% |
| 3Y | +28.3% | +23.9% | +4.4% | +16.9% |
| 5Y | +18.5% | +113.8% | -95.4% | -2.7% |
| All | +189.7% | +150.4% | +39.3% | +127.5% |
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