+2,629.4%
SHEL vs JBHT
+9,226.7%
-6,597.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -8.8% | -1.6% | -7.2% | -8.6% |
| 30D | +2.3% | -2.3% | +4.6% | +2.6% |
| 3M | +11.6% | -18.5% | +30.0% | +15.1% |
| 6M | +15.7% | -11.3% | +26.9% | +17.3% |
| YTD | +38.6% | +12.6% | +26.0% | +34.1% |
| 1Y | +38.5% | +29.8% | +8.7% | +30.6% |
| 3Y | +66.9% | +28.1% | +38.8% | +54.7% |
| 5Y | +160.6% | +17.7% | +142.9% | +141.8% |
| 10Y | +214.1% | +196.1% | +17.9% | +147.2% |
| All | +2,629.4% | +9,226.7% | -6,597.4% | +1,357.4% |
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