+69.8%
SCHG vs JBHT
+20.5%
+49.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -7.2% | -2.2% | -5.1% | -6.7% |
| 3M | -4.7% | -16.5% | +11.8% | -0.2% |
| 6M | +0.1% | -8.4% | +8.5% | +1.2% |
| YTD | +4.8% | +16.1% | -11.2% | -2.6% |
| 1Y | +5.8% | +31.9% | -26.2% | -6.0% |
| 3Y | +82.5% | +34.1% | +48.4% | +55.0% |
| 5Y | +69.8% | +20.1% | +49.7% | +43.5% |
| All | +69.8% | +20.5% | +49.2% | +43.5% |
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 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