+78.3%
SO vs JBHT
+22.2%
+56.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +8.7% | -1.1% | +9.8% | +8.7% |
| 3M | +3.4% | -14.8% | +18.2% | +4.3% |
| 6M | +3.7% | -7.4% | +11.2% | +3.9% |
| YTD | +10.0% | +17.3% | -7.3% | +8.2% |
| 1Y | +6.6% | +35.3% | -28.7% | +3.5% |
| 3Y | +52.5% | +33.9% | +18.5% | +46.7% |
| All | +78.3% | +22.2% | +56.2% | +68.3% |
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 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