+4,621.7%
JBHT vs SNY
+253.7%
+4,368.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | +0.6% | +3.4% | -2.8% | -0.7% |
| 3M | -3.2% | -0.3% | -2.9% | -3.3% |
| 6M | +17.0% | +1.0% | +15.9% | +16.2% |
| YTD | +41.7% | -3.6% | +45.3% | +43.0% |
| 1Y | +90.0% | +3.0% | +87.0% | +86.7% |
| 3Y | +47.0% | -4.3% | +51.3% | +44.1% |
| 5Y | +58.3% | +5.2% | +53.2% | +46.0% |
| 10Y | +273.9% | +70.2% | +203.7% | +174.4% |
| All | +4,621.7% | +253.7% | +4,368.0% | +2,088.1% |
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 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