+3,781.0%
SHOP vs JBHT
+182.5%
+3,598.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.9% |
| 7D | -1.2% | +7.0% | -8.3% | -4.6% |
| 30D | -14.7% | +0.5% | -15.2% | -15.0% |
| 3M | -7.2% | -17.4% | +10.1% | +1.0% |
| 6M | +54.2% | -1.7% | +55.9% | +52.4% |
| YTD | -8.6% | +20.7% | -29.4% | -20.2% |
| 1Y | +0.5% | +41.1% | -40.6% | -19.3% |
| 3Y | +135.9% | +38.0% | +98.0% | +85.4% |
| 5Y | -11.9% | +22.5% | -34.4% | -26.7% |
| All | +3,781.0% | +182.5% | +3,598.5% | +2,117.1% |
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