+28.8%
SCHD vs JBHT
+89.0%
-60.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -2.6% | +2.9% | -5.5% | -2.8% |
| 30D | -0.3% | +0.6% | -0.9% | -0.4% |
| 3M | +6.1% | -6.6% | +12.7% | +6.5% |
| 6M | +11.7% | +23.6% | -11.9% | +9.9% |
| YTD | +26.3% | +38.6% | -12.2% | +23.9% |
| 1Y | +28.8% | +91.5% | -62.7% | +26.3% |
| All | +28.8% | +89.0% | -60.2% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling