+265.9%
JBHT vs SNY
+64.3%
+201.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.6% | -3.6% | +4.2% | +1.6% |
| 30D | +0.9% | -1.9% | +2.9% | +1.4% |
| 3M | -4.4% | -2.0% | -2.5% | -4.0% |
| 6M | +24.5% | +2.5% | +22.0% | +23.4% |
| YTD | +38.6% | -7.0% | +45.5% | +41.0% |
| 1Y | +97.2% | -4.4% | +101.6% | +98.8% |
| 3Y | +49.3% | -8.4% | +57.7% | +49.5% |
| 5Y | +61.4% | +9.5% | +51.8% | +48.9% |
| All | +265.9% | +64.3% | +201.6% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SNY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling