-26.1%
SNOW vs JBHT
+15.0%
-41.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.7% | -5.8% |
| 7D | -18.4% | -1.4% | -17.0% | -17.9% |
| 30D | -19.8% | -3.1% | -16.7% | -18.8% |
| 3M | -14.9% | -19.5% | +4.6% | -8.1% |
| 6M | +90.2% | -9.6% | +99.8% | +94.0% |
| YTD | +22.9% | +13.3% | +9.6% | +11.1% |
| 1Y | +1.8% | +29.7% | -27.9% | -14.1% |
| 3Y | +79.7% | +28.3% | +51.4% | +46.1% |
| 5Y | -26.1% | +18.5% | -44.6% | -39.6% |
| All | -26.1% | +15.0% | -41.1% | -39.6% |
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