+265.3%
SAN vs JBHT
+176.2%
+89.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.0% | +4.2% | -3.2% | -0.5% |
| 30D | -9.4% | -0.4% | -9.0% | -9.2% |
| 3M | -17.1% | -17.3% | +0.2% | -11.4% |
| 6M | +2.2% | -3.5% | +5.7% | +1.7% |
| YTD | +6.0% | +18.0% | -12.1% | -3.4% |
| 1Y | +12.7% | +35.5% | -22.8% | -3.0% |
| 3Y | +242.1% | +34.8% | +207.4% | +179.2% |
| 5Y | +293.6% | +19.7% | +273.9% | +228.4% |
| All | +265.3% | +176.2% | +89.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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