+6,337.0%
SO vs JBHT
+9,288.5%
-2,951.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | +0.4% | -1.4% | +1.8% | +0.5% |
| 30D | +9.2% | -3.1% | +12.3% | +9.5% |
| 3M | +1.1% | -19.5% | +20.6% | +2.7% |
| 6M | -1.1% | -9.6% | +8.5% | -0.5% |
| YTD | +9.7% | +13.3% | -3.6% | +8.1% |
| 1Y | +5.5% | +29.7% | -24.2% | +2.8% |
| 3Y | +47.0% | +28.3% | +18.7% | +41.9% |
| 5Y | +77.6% | +18.5% | +59.1% | +71.6% |
| 10Y | +181.0% | +198.1% | -17.1% | +151.0% |
| All | +6,337.0% | +9,288.5% | -2,951.4% | +4,828.4% |
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