+3,259.3%
SHOP vs JBHT
+272.5%
+2,986.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -2.0% |
| 7D | -5.1% | +4.9% | -10.0% | -7.4% |
| 30D | +0.6% | +0.6% | 0.0% | 0.0% |
| 3M | +25.0% | -3.2% | +28.2% | +26.1% |
| 6M | +11.9% | +17.0% | -5.0% | +1.3% |
| YTD | -9.9% | +41.7% | -51.5% | -26.6% |
| 1Y | 0.0% | +90.0% | -90.0% | -32.0% |
| 3Y | +117.5% | +47.0% | +70.5% | +67.6% |
| 5Y | -6.6% | +58.3% | -65.0% | -30.4% |
| All | +3,259.3% | +272.5% | +2,986.8% | +1,489.6% |
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