+5,976.4%
SO vs JBHT
+11,637.0%
-5,660.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | -0.2% | +4.9% | -5.0% | -0.6% |
| 30D | -4.6% | +0.6% | -5.2% | -4.7% |
| 3M | -3.0% | -3.2% | +0.2% | -2.9% |
| 6M | -8.3% | +17.0% | -25.2% | -9.6% |
| YTD | +3.5% | +41.7% | -38.1% | +0.3% |
| 1Y | -0.9% | +90.0% | -90.9% | -6.6% |
| 3Y | +45.4% | +47.0% | -1.6% | +39.0% |
| 5Y | +59.6% | +58.3% | +1.3% | +50.7% |
| 10Y | +156.6% | +273.9% | -117.3% | +125.4% |
| All | +5,976.4% | +11,637.0% | -5,660.6% | +4,475.4% |
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