+3,569.5%
SHOP vs JBHT
+183.2%
+3,386.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +3.8% |
| 7D | -5.4% | -1.4% | -4.1% | -4.7% |
| 30D | -10.3% | -2.1% | -8.2% | -9.5% |
| 3M | +1.0% | -18.3% | +19.3% | +10.4% |
| 6M | +41.2% | -11.1% | +52.3% | +46.9% |
| YTD | -7.5% | +12.8% | -20.3% | -16.3% |
| 1Y | -4.6% | +30.0% | -34.6% | -20.1% |
| 3Y | +146.4% | +28.3% | +118.1% | +101.1% |
| 5Y | -2.5% | +17.9% | -20.5% | -17.0% |
| All | +3,569.5% | +183.2% | +3,386.3% | +2,297.9% |
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