+237.4%
SAN vs JBHT
+192.4%
+45.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | +4.9% | -1.6% | +6.5% | +5.6% |
| 30D | -13.0% | -2.3% | -10.7% | -12.2% |
| 3M | -18.9% | -18.5% | -0.4% | -12.9% |
| 6M | -4.1% | -11.3% | +7.1% | -1.4% |
| YTD | +2.6% | +12.6% | -10.0% | -4.8% |
| 1Y | +16.9% | +29.8% | -12.8% | +2.3% |
| 3Y | +239.1% | +28.1% | +211.0% | +182.5% |
| 5Y | +266.8% | +17.7% | +249.2% | +206.4% |
| All | +237.4% | +192.4% | +45.1% | +73.1% |
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