+439.5%
SN vs JBHT
+9.2%
+430.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +2.9% |
| 7D | +7.2% | -1.6% | +8.8% | +7.8% |
| 30D | +20.4% | -2.3% | +22.7% | +21.3% |
| 3M | +23.9% | -18.5% | +42.4% | +32.7% |
| 6M | +93.0% | -11.3% | +104.3% | +98.6% |
| YTD | +99.2% | +12.6% | +86.7% | +84.2% |
| 1Y | +142.6% | +29.8% | +112.8% | +111.4% |
| 3Y | +398.8% | +28.1% | +370.7% | +317.1% |
| All | +439.5% | +9.2% | +430.3% | +299.9% |
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