+74.5%
SCHD vs JBHT
+38.8%
+35.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.1% |
| 7D | +2.7% | +7.0% | -4.3% | +1.4% |
| 30D | +7.1% | +0.5% | +6.6% | +7.0% |
| 3M | +5.7% | -17.4% | +23.1% | +9.1% |
| 6M | +15.6% | -1.7% | +17.3% | +14.9% |
| YTD | +34.9% | +20.7% | +14.2% | +28.2% |
| 1Y | +37.4% | +41.1% | -3.7% | +26.3% |
| 3Y | +74.5% | +38.0% | +36.5% | +53.3% |
| All | +74.5% | +38.8% | +35.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling