+137.9%
SHOP vs JBHT
+28.2%
+109.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.5% | -4.5% |
| 7D | -13.9% | -1.4% | -12.5% | -13.3% |
| 30D | -12.6% | -3.1% | -9.5% | -11.5% |
| 3M | -0.3% | -19.5% | +19.2% | +8.5% |
| 6M | +33.6% | -9.6% | +43.1% | +36.8% |
| YTD | -10.7% | +13.3% | -24.0% | -19.5% |
| 1Y | -11.8% | +29.7% | -41.4% | -26.0% |
| All | +137.9% | +28.2% | +109.6% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling