+269.8%
SAN vs JBHT
+17.1%
+252.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +4.9% | -1.6% | +6.5% | +5.3% |
| 30D | -13.0% | -2.3% | -10.7% | -12.5% |
| 3M | -18.9% | -18.5% | -0.4% | -15.1% |
| 6M | -4.1% | -11.3% | +7.1% | -2.4% |
| YTD | +2.6% | +12.6% | -10.0% | -2.0% |
| 1Y | +16.9% | +29.8% | -12.8% | +7.7% |
| 3Y | +239.1% | +28.1% | +211.0% | +202.5% |
| All | +269.8% | +17.1% | +252.7% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling