+1,701.6%
SAN vs JBHT
+9,634.5%
-7,932.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.4% | +6.1% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | -12.1% | -1.2% | -10.9% | -11.8% |
| 3M | -15.6% | -17.1% | +1.6% | -11.2% |
| 6M | +5.8% | -4.4% | +10.2% | +6.1% |
| YTD | +5.5% | +17.5% | -12.0% | -0.9% |
| 1Y | +23.6% | +32.6% | -9.0% | +11.9% |
| 3Y | +244.9% | +33.0% | +211.9% | +201.9% |
| 5Y | +282.2% | +20.3% | +261.9% | +239.1% |
| 10Y | +255.8% | +209.1% | +46.7% | +138.1% |
| All | +1,701.6% | +9,634.5% | -7,932.8% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling