+566.6%
SCHD vs JBHT
+663.7%
-97.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.7% |
| 7D | -0.3% | +4.9% | -5.2% | -1.8% |
| 30D | +3.4% | +0.6% | +2.9% | +3.0% |
| 3M | +7.6% | -3.2% | +10.8% | +8.2% |
| 6M | +12.2% | +17.0% | -4.8% | +5.4% |
| YTD | +29.0% | +41.7% | -12.7% | +13.5% |
| 1Y | +30.3% | +90.0% | -59.7% | +2.6% |
| 3Y | +56.1% | +47.0% | +9.2% | +31.0% |
| 5Y | +60.4% | +58.3% | +2.1% | +27.2% |
| 10Y | +241.3% | +273.9% | -32.6% | +86.9% |
| All | +566.6% | +663.7% | -97.0% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling