+385.8%
SN vs JBHT
+28.2%
+357.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.5% |
| 7D | +3.8% | -1.4% | +5.2% | +4.4% |
| 30D | +17.5% | -3.1% | +20.6% | +18.9% |
| 3M | +19.2% | -19.5% | +38.8% | +28.9% |
| 6M | +84.9% | -9.6% | +94.5% | +88.8% |
| YTD | +94.0% | +13.3% | +80.7% | +77.7% |
| 1Y | +151.3% | +29.7% | +121.7% | +116.7% |
| All | +385.8% | +28.2% | +357.5% | +272.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling