+32.8%
SNOW vs JBHT
+115.9%
-83.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.4% |
| 7D | +2.8% | +4.9% | -2.1% | +1.0% |
| 30D | +6.4% | +0.6% | +5.8% | +6.1% |
| 3M | +38.1% | -3.2% | +41.3% | +39.0% |
| 6M | +100.4% | +17.0% | +83.4% | +86.1% |
| YTD | +53.7% | +41.7% | +12.1% | +31.5% |
| 1Y | +52.0% | +90.0% | -38.0% | +12.9% |
| 3Y | +114.7% | +47.0% | +67.7% | +75.9% |
| 5Y | +8.8% | +58.3% | -49.5% | -13.9% |
| All | +32.8% | +115.9% | -83.2% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling