+180.0%
JBHT vs SFM
+140.2%
+39.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.1% |
| 7D | +7.0% | +6.0% | +1.0% | +6.3% |
| 30D | +0.5% | -19.5% | +20.0% | +2.5% |
| 3M | -17.4% | -37.0% | +19.7% | -13.5% |
| 6M | -1.7% | -41.0% | +39.3% | +3.3% |
| YTD | +20.7% | -34.6% | +55.4% | +24.6% |
| 1Y | +41.1% | -36.3% | +77.3% | +46.0% |
| 3Y | +38.0% | +24.5% | +13.5% | +25.7% |
| 5Y | +22.5% | +115.9% | -93.4% | +0.6% |
| All | +180.0% | +140.2% | +39.8% | +120.9% |
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