-5.9%
SHOP vs JBHT
+15.0%
-20.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.5% | -4.0% |
| 7D | -13.9% | -1.4% | -12.5% | -13.1% |
| 30D | -12.6% | -3.1% | -9.5% | -11.2% |
| 3M | -0.3% | -19.5% | +19.2% | +11.4% |
| 6M | +33.6% | -9.6% | +43.1% | +37.7% |
| YTD | -10.7% | +13.3% | -24.0% | -21.9% |
| 1Y | -11.8% | +29.7% | -41.4% | -29.6% |
| 3Y | +133.9% | +28.3% | +105.6% | +77.8% |
| 5Y | -5.9% | +18.5% | -24.4% | -28.3% |
| All | -5.9% | +15.0% | -20.9% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling