+1,135.8%
SCHG vs JBHT
+891.6%
+244.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.9% |
| 7D | -0.7% | +4.9% | -5.6% | -2.5% |
| 30D | +0.2% | +0.6% | -0.4% | -0.2% |
| 3M | +2.2% | -3.2% | +5.4% | +2.8% |
| 6M | +15.0% | +17.0% | -1.9% | +6.9% |
| YTD | +9.2% | +41.7% | -32.5% | -6.2% |
| 1Y | +15.7% | +90.0% | -74.3% | -13.0% |
| 3Y | +87.3% | +47.0% | +40.3% | +51.7% |
| 5Y | +84.5% | +58.3% | +26.2% | +41.5% |
| 10Y | +448.7% | +273.9% | +174.8% | +167.7% |
| All | +1,135.8% | +891.6% | +244.2% | +251.8% |
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