+59.9%
JBHT vs SCCO
+316.1%
-256.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +4.9% | -5.3% | +10.1% | +6.2% |
| 30D | +0.6% | +2.7% | -2.1% | -0.2% |
| 3M | -3.2% | +4.2% | -7.4% | -5.0% |
| 6M | +17.0% | -0.6% | +17.6% | +15.3% |
| YTD | +41.7% | +45.0% | -3.3% | +25.3% |
| 1Y | +90.0% | +109.3% | -19.3% | +51.7% |
| 3Y | +47.0% | +180.8% | -133.8% | +4.0% |
| All | +59.9% | +316.1% | -256.2% | -4.0% |
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