+3,834.6%
JBHT vs SNY
+287.4%
+3,547.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.2% | +3.3% | +0.9% | +2.9% |
| 30D | -0.4% | +23.9% | -24.3% | -8.0% |
| 3M | -17.3% | +10.9% | -28.2% | -20.6% |
| 6M | -3.5% | +13.1% | -16.6% | -8.2% |
| YTD | +18.0% | +5.5% | +12.5% | +15.0% |
| 1Y | +35.5% | -1.5% | +37.0% | +35.4% |
| 3Y | +34.8% | +21.3% | +13.5% | +21.8% |
| 5Y | +19.7% | +18.3% | +1.5% | +5.5% |
| 10Y | +178.0% | +78.0% | +100.0% | +101.0% |
| All | +3,834.6% | +287.4% | +3,547.1% | +1,659.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling