+228.4%
SAP vs JBHT
+194.3%
+34.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.0% | +2.4% |
| 7D | +4.0% | -1.4% | +5.4% | +4.4% |
| 30D | +15.7% | -3.1% | +18.8% | +16.6% |
| 3M | +23.4% | -19.5% | +43.0% | +30.3% |
| 6M | +41.3% | -9.6% | +50.8% | +43.7% |
| YTD | +2.0% | +13.3% | -11.3% | -3.7% |
| 1Y | -5.1% | +29.7% | -34.8% | -14.1% |
| 3Y | +82.1% | +28.3% | +53.8% | +60.0% |
| 5Y | +77.2% | +18.5% | +58.7% | +56.3% |
| All | +228.4% | +194.3% | +34.1% | +138.5% |
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