+178.2%
SAP vs JBHT
+272.5%
-94.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.7% |
| 7D | -2.9% | +4.9% | -7.8% | -4.2% |
| 30D | +9.0% | +0.6% | +8.4% | +8.6% |
| 3M | +14.9% | -3.2% | +18.2% | +15.5% |
| 6M | +11.9% | +17.0% | -5.1% | +5.9% |
| YTD | -9.9% | +41.7% | -51.6% | -19.7% |
| 1Y | -19.5% | +90.0% | -109.5% | -35.1% |
| 3Y | +61.8% | +47.0% | +14.8% | +38.1% |
| 5Y | +56.2% | +58.3% | -2.1% | +26.8% |
| All | +178.2% | +272.5% | -94.3% | +67.1% |
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 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