-6.3%
SHOP vs JBHT
+36.1%
-42.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | +4.2% | -2.1% | +1.1% |
| 30D | -16.8% | -0.4% | -16.5% | -16.8% |
| 3M | -2.4% | -17.3% | +14.9% | +1.8% |
| 6M | +47.0% | -3.5% | +50.5% | +45.8% |
| YTD | -8.8% | +18.0% | -26.9% | -19.6% |
| 1Y | -6.3% | +35.5% | -41.8% | -23.8% |
| All | -6.3% | +36.1% | -42.3% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling