+52,550.4%
SCHW vs JBHT
+11,637.0%
+40,913.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.0% |
| 7D | -0.8% | +4.9% | -5.7% | -2.6% |
| 30D | +1.5% | +0.6% | +0.9% | +1.0% |
| 3M | +24.6% | -3.2% | +27.8% | +25.0% |
| 6M | +14.5% | +17.0% | -2.4% | +5.9% |
| YTD | +10.5% | +41.7% | -31.2% | -5.5% |
| 1Y | +13.4% | +90.0% | -76.6% | -14.7% |
| 3Y | +88.3% | +47.0% | +41.3% | +51.6% |
| 5Y | +62.1% | +58.3% | +3.8% | +25.3% |
| 10Y | +297.3% | +273.9% | +23.4% | +118.6% |
| All | +52,550.4% | +11,637.0% | +40,913.4% | +9,194.1% |
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