+217.6%
SYK vs JBHT
+186.6%
+31.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | +16.9% | -1.1% | +18.0% | +17.2% |
| 3M | -5.9% | -14.8% | +8.9% | -1.9% |
| 6M | +14.3% | -7.4% | +21.7% | +15.2% |
| YTD | -6.9% | +17.3% | -24.3% | -14.1% |
| 1Y | -7.6% | +35.3% | -43.0% | -19.0% |
| 3Y | +22.1% | +33.9% | -11.9% | +2.9% |
| 5Y | +26.1% | +22.5% | +3.6% | +7.4% |
| 10Y | +217.6% | +181.3% | +36.2% | +101.4% |
| All | +217.6% | +186.6% | +31.0% | +101.4% |
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