+258.1%
SCHD vs JBHT
+183.5%
+74.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +8.3% | -0.1% | +8.4% | +8.2% |
| 3M | +5.9% | -14.0% | +20.0% | +10.2% |
| 6M | +15.3% | -5.1% | +20.3% | +15.5% |
| YTD | +34.5% | +18.0% | +16.5% | +24.7% |
| 1Y | +37.2% | +36.5% | +0.7% | +21.0% |
| 3Y | +73.6% | +34.8% | +38.8% | +48.3% |
| 5Y | +63.7% | +21.4% | +42.2% | +41.4% |
| 10Y | +258.1% | +178.0% | +80.1% | +118.0% |
| All | +258.1% | +183.5% | +74.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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