+18.6%
SNOW vs JBHT
+79.9%
-61.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | -16.4% | -0.1% | -16.3% | -16.4% |
| 3M | -9.9% | -14.0% | +4.2% | -5.7% |
| 6M | +98.8% | -5.1% | +103.9% | +99.4% |
| YTD | +37.3% | +18.0% | +19.3% | +24.4% |
| 1Y | +11.0% | +36.5% | -25.5% | -5.5% |
| 3Y | +87.8% | +34.8% | +53.0% | +55.4% |
| 5Y | -18.4% | +21.4% | -39.8% | -30.9% |
| All | +18.6% | +79.9% | -61.3% | -3.6% |
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