+7,131.8%
JBHT vs SCCO
+28,875.4%
-21,743.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | -4.8% | +3.2% | -0.3% |
| 30D | -2.3% | -15.8% | +13.5% | +1.9% |
| 3M | -18.5% | -10.9% | -7.5% | -16.6% |
| 6M | -11.3% | -5.1% | -6.2% | -11.8% |
| YTD | +12.6% | +23.2% | -10.7% | +2.7% |
| 1Y | +29.8% | +30.7% | -0.9% | +16.4% |
| 3Y | +28.1% | +164.1% | -136.0% | -8.1% |
| 5Y | +17.7% | +271.3% | -253.6% | -25.1% |
| 10Y | +196.1% | +860.5% | -664.4% | +38.2% |
| All | +7,131.8% | +28,875.4% | -21,743.6% | +1,265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling