+365.7%
SE vs JBHT
+124.2%
+241.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +2.8% |
| 30D | -20.0% | -2.3% | -17.7% | -19.3% |
| 3M | -31.8% | -18.5% | -13.3% | -26.4% |
| 6M | -15.9% | -11.3% | -4.6% | -14.0% |
| YTD | -40.6% | +12.6% | -53.2% | -46.3% |
| 1Y | -50.7% | +29.8% | -80.4% | -58.6% |
| 3Y | +70.3% | +28.1% | +42.2% | +35.1% |
| 5Y | -78.8% | +17.7% | -96.5% | -82.3% |
| All | +365.7% | +124.2% | +241.6% | +197.2% |
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