+24.8%
SYK vs JBHT
+20.5%
+4.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.8% |
| 7D | +6.2% | +0.2% | +5.9% | +6.1% |
| 30D | +17.5% | -2.2% | +19.6% | +18.0% |
| 3M | -3.6% | -16.5% | +12.8% | -0.2% |
| 6M | +14.8% | -8.4% | +23.2% | +15.7% |
| YTD | -6.5% | +16.1% | -22.6% | -11.8% |
| 1Y | -7.5% | +31.9% | -39.4% | -15.8% |
| 3Y | +23.9% | +34.1% | -10.2% | +8.1% |
| 5Y | +24.8% | +20.1% | +4.7% | +8.7% |
| All | +24.8% | +20.5% | +4.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling