+5.9%
SCHG vs JBHT
+34.8%
-28.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -2.5% | +1.7% | -4.2% | -2.7% |
| 30D | -5.4% | -1.2% | -4.3% | -5.4% |
| 3M | -2.2% | -17.1% | +15.0% | -0.4% |
| 6M | +5.2% | -4.4% | +9.6% | +4.6% |
| YTD | +6.8% | +17.5% | -10.7% | +2.1% |
| 1Y | +5.9% | +32.6% | -26.7% | -0.1% |
| All | +5.9% | +34.8% | -28.9% | -0.1% |
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