+63.6%
SCHD vs JBHT
+22.5%
+41.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | +2.7% | +7.0% | -4.3% | +1.1% |
| 30D | +7.1% | +0.5% | +6.6% | +6.9% |
| 3M | +5.7% | -17.4% | +23.1% | +10.0% |
| 6M | +15.6% | -1.7% | +17.3% | +14.8% |
| YTD | +34.9% | +20.7% | +14.2% | +26.7% |
| 1Y | +37.4% | +41.1% | -3.7% | +23.8% |
| 3Y | +74.5% | +38.0% | +36.5% | +53.9% |
| All | +63.6% | +22.5% | +41.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling