+245.2%
SAN vs JBHT
+194.3%
+50.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.9% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | -13.2% | -3.1% | -10.1% | -12.2% |
| 3M | -16.9% | -19.5% | +2.6% | -10.4% |
| 6M | +2.3% | -9.6% | +11.9% | +4.5% |
| YTD | +4.9% | +13.3% | -8.4% | -2.8% |
| 1Y | +20.4% | +29.7% | -9.2% | +5.4% |
| 3Y | +243.2% | +28.3% | +214.9% | +185.9% |
| 5Y | +275.3% | +18.5% | +256.8% | +212.7% |
| All | +245.2% | +194.3% | +50.9% | +76.6% |
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