+265.8%
JBHT vs SNY
+64.8%
+201.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +2.9% | -3.6% | +6.6% | +4.0% |
| 30D | +0.6% | -1.4% | +2.1% | +1.0% |
| 3M | -6.6% | -4.2% | -2.4% | -5.6% |
| 6M | +23.6% | +2.0% | +21.6% | +22.7% |
| YTD | +38.6% | -6.7% | +45.2% | +40.8% |
| 1Y | +91.5% | -4.7% | +96.2% | +93.2% |
| 3Y | +49.3% | -8.1% | +57.4% | +49.4% |
| 5Y | +62.3% | +8.2% | +54.1% | +50.5% |
| All | +265.8% | +64.8% | +201.0% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling