+8.6%
SNOW vs JBHT
+71.6%
-63.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -9.9% | -1.6% | -8.3% | -9.3% |
| 30D | -17.1% | -2.3% | -14.8% | -16.5% |
| 3M | -13.2% | -18.5% | +5.2% | -7.6% |
| 6M | +97.4% | -11.3% | +108.7% | +102.5% |
| YTD | +25.8% | +12.6% | +13.2% | +15.8% |
| 1Y | +4.2% | +29.8% | -25.5% | -9.8% |
| 3Y | +91.3% | +28.1% | +63.2% | +61.2% |
| 5Y | -24.4% | +17.7% | -42.1% | -35.0% |
| All | +8.6% | +71.6% | -63.0% | -10.3% |
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 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