+181.3%
JBHT vs SCCO
+783.1%
-601.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | -1.1% | -17.8% | +16.7% | +3.8% |
| 3M | -14.8% | -12.5% | -2.3% | -12.5% |
| 6M | -7.4% | -4.1% | -3.4% | -8.4% |
| YTD | +17.3% | +25.5% | -8.2% | +5.6% |
| 1Y | +35.3% | +31.0% | +4.4% | +20.1% |
| 3Y | +33.9% | +178.7% | -144.8% | -9.0% |
| 5Y | +22.5% | +279.7% | -257.1% | -27.2% |
| 10Y | +181.3% | +691.4% | -510.1% | +24.5% |
| All | +181.3% | +783.1% | -601.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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