+181.3%
JBHT vs SFM
+138.5%
+42.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.9% | -6.9% | +7.8% | +1.7% |
| 30D | -1.1% | -25.0% | +23.9% | +1.7% |
| 3M | -14.8% | -42.7% | +27.9% | -9.9% |
| 6M | -7.4% | -41.0% | +33.5% | -2.8% |
| YTD | +17.3% | -38.7% | +56.0% | +22.0% |
| 1Y | +35.3% | -38.1% | +73.5% | +40.4% |
| 3Y | +33.9% | +19.3% | +14.6% | +22.5% |
| 5Y | +22.5% | +103.1% | -80.6% | +1.2% |
| 10Y | +181.3% | +131.1% | +50.3% | +123.0% |
| All | +181.3% | +138.5% | +42.8% | +123.0% |
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