+259.6%
SAN vs JBHT
+192.0%
+67.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +4.9% |
| 7D | +8.7% | +0.4% | +8.3% | +8.6% |
| 30D | -6.5% | -2.0% | -4.5% | -5.7% |
| 3M | -14.2% | -16.3% | +2.1% | -8.8% |
| 6M | +2.7% | -8.2% | +11.0% | +4.4% |
| YTD | +8.9% | +16.3% | -7.4% | -0.2% |
| 1Y | +23.4% | +32.2% | -8.8% | +7.2% |
| 3Y | +257.9% | +34.4% | +223.6% | +192.2% |
| 5Y | +297.8% | +20.3% | +277.4% | +230.1% |
| 10Y | +259.6% | +185.2% | +74.4% | +78.9% |
| All | +259.6% | +192.0% | +67.6% | +78.9% |
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