+365.1%
SE vs JBHT
+125.7%
+239.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -4.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | -21.7% | -3.1% | -18.6% | -20.6% |
| 3M | -34.2% | -19.5% | -14.6% | -28.5% |
| 6M | -10.5% | -9.6% | -0.9% | -9.2% |
| YTD | -40.7% | +13.3% | -54.0% | -46.5% |
| 1Y | -52.1% | +29.7% | -81.7% | -59.7% |
| 3Y | +68.9% | +28.3% | +40.6% | +34.0% |
| 5Y | -78.9% | +18.5% | -97.3% | -82.4% |
| All | +365.1% | +125.7% | +239.5% | +196.0% |
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 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