+2,101.2%
SAN vs JBHT
+11,637.0%
-9,535.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.6% |
| 7D | +1.8% | +4.9% | -3.1% | +0.3% |
| 30D | +2.0% | +0.6% | +1.4% | +1.6% |
| 3M | +19.7% | -3.2% | +22.9% | +20.2% |
| 6M | +30.6% | +17.0% | +13.7% | +23.8% |
| YTD | +28.8% | +41.7% | -12.8% | +15.0% |
| 1Y | +57.8% | +90.0% | -32.2% | +27.7% |
| 3Y | +338.1% | +47.0% | +291.1% | +273.4% |
| 5Y | +384.2% | +58.3% | +325.9% | +297.1% |
| 10Y | +353.1% | +273.9% | +79.2% | +187.8% |
| All | +2,101.2% | +11,637.0% | -9,535.8% | +640.0% |
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