+43,975.2%
SCHW vs JBHT
+9,226.7%
+34,748.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +3.9% | -1.6% | +5.5% | +4.5% |
| 30D | -4.3% | -2.3% | -2.0% | -3.5% |
| 3M | -14.8% | -18.5% | +3.7% | -8.8% |
| 6M | -0.1% | -11.3% | +11.2% | +2.6% |
| YTD | -7.5% | +12.6% | -20.1% | -14.2% |
| 1Y | -1.6% | +29.8% | -31.4% | -13.8% |
| 3Y | +71.4% | +28.1% | +43.3% | +44.6% |
| 5Y | +20.5% | +17.7% | +2.9% | +3.7% |
| 10Y | +236.5% | +196.1% | +40.4% | +101.1% |
| All | +43,975.2% | +9,226.7% | +34,748.5% | +8,330.9% |
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