+3,608.8%
SHOP vs JBHT
+192.4%
+3,416.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +3.9% |
| 7D | -5.4% | -1.6% | -3.9% | -4.6% |
| 30D | -10.3% | -2.3% | -8.0% | -9.4% |
| 3M | +1.0% | -18.5% | +19.5% | +10.5% |
| 6M | +41.2% | -11.3% | +52.5% | +47.0% |
| YTD | -7.5% | +12.6% | -20.1% | -16.2% |
| 1Y | -4.6% | +29.8% | -34.3% | -20.0% |
| 3Y | +146.4% | +28.1% | +118.3% | +101.4% |
| 5Y | -2.5% | +17.7% | -20.2% | -16.9% |
| All | +3,608.8% | +192.4% | +3,416.5% | +2,269.0% |
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