+225.5%
SU vs JBHT
+192.4%
+33.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -13.4% | -1.6% | -11.9% | -13.0% |
| 30D | +0.9% | -2.3% | +3.2% | +1.4% |
| 3M | +12.8% | -18.5% | +31.2% | +19.2% |
| 6M | +8.3% | -11.3% | +19.5% | +10.6% |
| YTD | +58.2% | +12.6% | +45.6% | +47.9% |
| 1Y | +67.1% | +29.8% | +37.4% | +48.5% |
| 3Y | +125.6% | +28.1% | +97.5% | +92.3% |
| 5Y | +213.6% | +17.7% | +195.9% | +167.1% |
| All | +225.5% | +192.4% | +33.2% | +86.4% |
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 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