+1,053.8%
SCHG vs JBHT
+687.9%
+365.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -10.1% | -2.3% | -7.8% | -9.4% |
| 3M | -6.3% | -18.5% | +12.1% | +0.1% |
| 6M | -1.8% | -11.3% | +9.5% | +0.9% |
| YTD | +1.9% | +12.6% | -10.6% | -5.3% |
| 1Y | +2.6% | +29.8% | -27.1% | -10.1% |
| 3Y | +78.4% | +28.1% | +50.3% | +50.6% |
| 5Y | +64.6% | +17.7% | +46.9% | +40.9% |
| 10Y | +436.3% | +196.1% | +240.1% | +183.6% |
| All | +1,053.8% | +687.9% | +365.9% | +255.1% |
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 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