-0.5%
SHOP vs JBHT
+21.8%
-22.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -14.2% | -1.1% | -13.1% | -13.8% |
| 3M | -5.5% | -14.8% | +9.3% | +2.1% |
| 6M | +32.8% | -7.4% | +40.2% | +35.3% |
| YTD | -8.9% | +17.3% | -26.2% | -21.9% |
| 1Y | -7.7% | +35.3% | -43.0% | -28.1% |
| 3Y | +139.0% | +33.9% | +105.1% | +76.9% |
| 5Y | -0.5% | +22.5% | -23.1% | -25.4% |
| All | -0.5% | +21.8% | -22.3% | -25.4% |
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 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