-22.7%
SNOW vs JBHT
+21.4%
-44.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +10.8% | +4.2% | +6.6% | +9.1% |
| 30D | -16.5% | -0.4% | -16.1% | -16.4% |
| 3M | -10.1% | -17.3% | +7.2% | -3.9% |
| 6M | +96.5% | -3.5% | +100.0% | +95.5% |
| YTD | +36.2% | +18.0% | +18.1% | +21.3% |
| 1Y | +10.7% | +35.5% | -24.8% | -8.0% |
| 3Y | +86.2% | +34.8% | +51.5% | +48.3% |
| 5Y | -22.7% | +19.7% | -42.4% | -35.6% |
| All | -22.7% | +21.4% | -44.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling