+25,027.4%
SYK vs JBHT
+11,637.0%
+13,390.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | -8.3% | +4.9% | -13.2% | -9.3% |
| 30D | -10.1% | +0.6% | -10.6% | -10.3% |
| 3M | +0.9% | -3.2% | +4.1% | +1.3% |
| 6M | -20.2% | +17.0% | -37.1% | -23.2% |
| YTD | -13.3% | +41.7% | -54.9% | -19.9% |
| 1Y | -22.3% | +90.0% | -112.3% | -33.0% |
| 3Y | +9.7% | +47.0% | -37.2% | -1.8% |
| 5Y | +15.4% | +58.3% | -42.9% | +1.0% |
| 10Y | +192.9% | +273.9% | -81.0% | +114.5% |
| All | +25,027.4% | +11,637.0% | +13,390.4% | +8,410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling