+22.4%
JBHT vs SCCO
+243.3%
-220.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.7% | +2.8% |
| 7D | +7.0% | -1.9% | +8.9% | +7.4% |
| 30D | +0.5% | -17.4% | +17.9% | +4.5% |
| 3M | -17.4% | -11.7% | -5.7% | -15.6% |
| 6M | -1.7% | -12.1% | +10.4% | -0.6% |
| YTD | +20.7% | +20.9% | -0.1% | +10.9% |
| 1Y | +41.1% | +31.3% | +9.7% | +26.7% |
| 3Y | +38.0% | +170.3% | -132.3% | -1.9% |
| All | +22.4% | +243.3% | -220.9% | -23.5% |
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 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