+204.1%
SHEL vs JBHT
+191.4%
+12.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.0% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -1.3% | -2.2% | +0.9% | -0.9% |
| 3M | +12.7% | -16.5% | +29.2% | +17.5% |
| 6M | +19.9% | -8.4% | +28.3% | +21.1% |
| YTD | +38.3% | +16.1% | +22.2% | +29.2% |
| 1Y | +35.7% | +31.9% | +3.7% | +21.8% |
| 3Y | +71.7% | +34.1% | +37.6% | +47.1% |
| 5Y | +158.4% | +20.1% | +138.3% | +121.9% |
| 10Y | +204.1% | +184.7% | +19.4% | +74.1% |
| All | +204.1% | +191.4% | +12.6% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling