+344.0%
SAN vs JBHT
+47.5%
+296.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | +1.8% | +4.9% | -3.1% | +0.9% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | +19.7% | -3.2% | +22.9% | +20.1% |
| 6M | +30.6% | +17.0% | +13.7% | +26.0% |
| YTD | +28.8% | +41.7% | -12.8% | +20.1% |
| 1Y | +57.8% | +90.0% | -32.2% | +39.3% |
| All | +344.0% | +47.5% | +296.5% | +293.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling