-22.7%
SNOW vs JBHT
+20.8%
-43.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.3% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | -21.1% | -2.0% | -19.1% | -20.5% |
| 3M | -11.9% | -16.3% | +4.4% | -6.4% |
| 6M | +91.0% | -8.2% | +99.2% | +93.9% |
| YTD | +32.7% | +16.3% | +16.4% | +18.8% |
| 1Y | +10.8% | +32.2% | -21.5% | -7.1% |
| 3Y | +86.2% | +34.4% | +51.8% | +47.7% |
| 5Y | -22.7% | +20.3% | -43.1% | -36.7% |
| All | -22.7% | +20.8% | -43.5% | -36.7% |
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