+14.2%
SCHG vs JBHT
+93.0%
-78.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.1% | +7.1% | -7.2% | -0.6% |
| 30D | -1.5% | +2.3% | -3.8% | -1.7% |
| 3M | +4.4% | -4.5% | +8.9% | +4.7% |
| 6M | +15.7% | +29.2% | -13.5% | +13.2% |
| YTD | +8.3% | +42.2% | -33.9% | +5.8% |
| 1Y | +14.2% | +93.7% | -79.5% | +11.5% |
| All | +14.2% | +93.0% | -78.8% | +11.5% |
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