+2,657.7%
SHEL vs JBHT
+9,288.5%
-6,630.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -1.1% |
| 7D | -7.0% | -1.4% | -5.6% | -6.8% |
| 30D | +2.6% | -3.1% | +5.6% | +3.0% |
| 3M | +15.1% | -19.5% | +34.6% | +19.0% |
| 6M | +13.6% | -9.6% | +23.2% | +14.8% |
| YTD | +40.0% | +13.3% | +26.7% | +35.4% |
| 1Y | +39.2% | +29.7% | +9.5% | +31.3% |
| 3Y | +70.4% | +28.3% | +42.1% | +57.9% |
| 5Y | +163.3% | +18.5% | +144.8% | +144.1% |
| 10Y | +217.4% | +198.1% | +19.2% | +149.5% |
| All | +2,657.7% | +9,288.5% | -6,630.7% | +1,370.8% |
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