+453.6%
SCHG vs JBHT
+266.9%
+186.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.2% |
| 7D | -0.9% | +2.9% | -3.8% | -1.9% |
| 30D | -2.3% | +0.6% | -2.9% | -2.7% |
| 3M | +4.5% | -6.6% | +11.1% | +6.4% |
| 6M | +13.6% | +23.6% | -10.0% | +4.2% |
| YTD | +7.6% | +38.6% | -31.0% | -5.7% |
| 1Y | +13.0% | +91.5% | -78.4% | -13.4% |
| 3Y | +87.0% | +49.3% | +37.7% | +53.2% |
| 5Y | +82.9% | +62.3% | +20.5% | +41.7% |
| 10Y | +453.6% | +276.9% | +176.7% | +196.7% |
| All | +453.6% | +266.9% | +186.8% | +196.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling