+59.9%
JBHT vs SFM
+230.0%
-170.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.6% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +0.6% | -4.4% | +4.9% | +0.9% |
| 3M | -3.2% | +1.5% | -4.7% | -3.6% |
| 6M | +17.0% | +6.5% | +10.5% | +15.4% |
| YTD | +41.7% | +2.2% | +39.5% | +40.3% |
| 1Y | +90.0% | -41.9% | +131.9% | +101.2% |
| 3Y | +47.0% | +106.8% | -59.8% | +26.1% |
| All | +59.9% | +230.0% | -170.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling