+2,460.3%
SHEL vs JBHT
+11,637.0%
-9,176.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | +2.2% | +4.9% | -2.6% | +1.4% |
| 30D | +6.8% | +0.6% | +6.3% | +6.6% |
| 3M | +8.1% | -3.2% | +11.3% | +8.4% |
| 6M | +14.4% | +17.0% | -2.5% | +10.5% |
| YTD | +30.0% | +41.7% | -11.7% | +21.2% |
| 1Y | +33.3% | +90.0% | -56.7% | +17.2% |
| 3Y | +66.4% | +47.0% | +19.5% | +50.9% |
| 5Y | +178.6% | +58.3% | +120.3% | +145.8% |
| 10Y | +198.4% | +273.9% | -75.5% | +126.2% |
| All | +2,460.3% | +11,637.0% | -9,176.7% | +1,217.1% |
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