+220.3%
SHEL vs JBHT
+182.5%
+37.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +0.7% |
| 7D | +0.8% | +7.0% | -6.2% | -1.1% |
| 30D | -3.6% | +0.5% | -4.1% | -3.9% |
| 3M | +12.0% | -17.4% | +29.4% | +17.3% |
| 6M | +19.7% | -1.7% | +21.4% | +18.6% |
| YTD | +39.6% | +20.7% | +18.9% | +29.1% |
| 1Y | +36.4% | +41.1% | -4.6% | +20.1% |
| 3Y | +70.2% | +38.0% | +32.2% | +44.8% |
| 5Y | +169.2% | +22.5% | +146.8% | +130.8% |
| All | +220.3% | +182.5% | +37.9% | +79.5% |
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