+249.6%
SU vs JBHT
+273.4%
-23.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.6% |
| 7D | +3.6% | +4.9% | -1.3% | +1.9% |
| 30D | +7.9% | +0.6% | +7.3% | +7.5% |
| 3M | +3.5% | -3.2% | +6.7% | +4.0% |
| 6M | +19.0% | +17.0% | +2.0% | +11.5% |
| YTD | +55.0% | +41.7% | +13.3% | +35.7% |
| 1Y | +71.2% | +90.0% | -18.8% | +33.1% |
| 3Y | +117.4% | +47.0% | +70.4% | +79.7% |
| 5Y | +335.2% | +58.3% | +276.8% | +235.1% |
| All | +249.6% | +273.4% | -23.8% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling