+23.2%
SIRI vs JBHT
+93.0%
-69.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +4.3% | +7.1% | -2.9% | +3.6% |
| 30D | -2.8% | +2.3% | -5.2% | -3.1% |
| 3M | +5.9% | -4.5% | +10.4% | +6.1% |
| 6M | +31.9% | +29.2% | +2.7% | +29.3% |
| YTD | +48.7% | +42.2% | +6.5% | +45.5% |
| 1Y | +23.2% | +93.7% | -70.5% | +22.3% |
| All | +23.2% | +93.0% | -69.8% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling