+16.8%
JBHT vs SCCO
+264.5%
-247.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.6% | -4.8% | +3.2% | -0.5% |
| 30D | -2.3% | -15.8% | +13.5% | +1.2% |
| 3M | -18.5% | -10.9% | -7.5% | -16.9% |
| 6M | -11.3% | -5.1% | -6.2% | -11.9% |
| YTD | +12.6% | +23.2% | -10.7% | +3.0% |
| 1Y | +29.8% | +30.7% | -0.9% | +16.8% |
| 3Y | +28.1% | +164.1% | -136.0% | -8.1% |
| All | +16.8% | +264.5% | -247.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling