+179.3%
SYK vs JBHT
+276.4%
-97.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -8.9% |
| 7D | -12.9% | +7.1% | -20.0% | -14.9% |
| 30D | -18.5% | +2.3% | -20.8% | -19.3% |
| 3M | -8.1% | -4.5% | -3.6% | -7.2% |
| 6M | -23.8% | +29.2% | -53.0% | -30.8% |
| YTD | -20.9% | +42.2% | -63.1% | -30.8% |
| 1Y | -29.0% | +93.7% | -122.7% | -45.0% |
| 3Y | -1.7% | +53.2% | -54.9% | -19.8% |
| 5Y | +4.0% | +62.4% | -58.5% | -19.5% |
| All | +179.3% | +276.4% | -97.1% | +58.2% |
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