+4,267.1%
SYY vs JBHT
+11,637.0%
-7,369.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.7% |
| 7D | -2.3% | +4.9% | -7.2% | -3.1% |
| 30D | -4.9% | +0.6% | -5.5% | -5.1% |
| 3M | +8.4% | -3.2% | +11.6% | +8.7% |
| 6M | -7.4% | +17.0% | -24.3% | -10.1% |
| YTD | +11.0% | +41.7% | -30.7% | +4.3% |
| 1Y | -0.2% | +90.0% | -90.2% | -11.1% |
| 3Y | +23.8% | +47.0% | -23.2% | +13.5% |
| 5Y | +18.1% | +58.3% | -40.2% | +6.3% |
| 10Y | +94.6% | +273.9% | -179.3% | +54.2% |
| All | +4,267.1% | +11,637.0% | -7,369.9% | +2,000.2% |
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 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