+218.2%
JBHT vs SFM
+47.4%
+170.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.6% | -2.9% |
| 7D | -1.4% | +7.5% | -8.9% | -2.3% |
| 30D | -3.1% | -20.8% | +17.8% | -0.8% |
| 3M | -19.5% | -39.4% | +19.8% | -15.1% |
| 6M | -9.6% | -34.5% | +24.9% | -5.9% |
| YTD | +13.3% | -35.2% | +48.5% | +17.4% |
| 1Y | +29.7% | -35.3% | +65.0% | +34.3% |
| 3Y | +28.3% | +23.9% | +4.4% | +17.3% |
| 5Y | +18.5% | +113.8% | -95.4% | -2.3% |
| 10Y | +198.1% | +152.0% | +46.2% | +130.0% |
| All | +218.2% | +47.4% | +170.8% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling