+6,321.9%
SO vs JBHT
+9,634.5%
-3,312.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | +11.1% | -1.2% | +12.3% | +11.2% |
| 3M | +0.7% | -17.1% | +17.8% | +2.0% |
| 6M | -1.4% | -4.4% | +3.0% | -1.3% |
| YTD | +9.4% | +17.5% | -8.1% | +7.5% |
| 1Y | +3.7% | +32.6% | -28.9% | +0.9% |
| 3Y | +46.7% | +33.0% | +13.7% | +41.2% |
| 5Y | +78.9% | +20.3% | +58.5% | +72.6% |
| 10Y | +180.3% | +209.1% | -28.7% | +149.7% |
| All | +6,321.9% | +9,634.5% | -3,312.6% | +4,802.9% |
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