+14.7%
SNOW vs JBHT
+76.9%
-62.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.4% |
| 7D | +0.2% | +0.2% | -0.1% | +0.2% |
| 30D | -21.1% | -2.2% | -18.9% | -20.5% |
| 3M | -11.9% | -16.5% | +4.6% | -6.9% |
| 6M | +91.0% | -8.4% | +99.4% | +94.0% |
| YTD | +32.7% | +16.1% | +16.7% | +20.9% |
| 1Y | +10.8% | +31.9% | -21.2% | -4.5% |
| 3Y | +86.2% | +34.1% | +52.1% | +54.0% |
| 5Y | -22.7% | +20.1% | -42.8% | -34.2% |
| All | +14.7% | +76.9% | -62.3% | -6.3% |
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