+8,355.9%
SHOP vs JBHT
+175.0%
+8,180.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.5% | -4.3% |
| 7D | -13.9% | -1.4% | -12.5% | -13.2% |
| 30D | -12.6% | -3.1% | -9.5% | -11.3% |
| 3M | -0.3% | -19.5% | +19.2% | +9.9% |
| 6M | +33.6% | -9.6% | +43.1% | +37.7% |
| YTD | -10.7% | +13.3% | -24.0% | -19.4% |
| 1Y | -11.8% | +29.7% | -41.4% | -26.1% |
| 3Y | +133.9% | +28.3% | +105.6% | +90.9% |
| 5Y | -5.9% | +18.5% | -24.4% | -20.0% |
| 10Y | +3,571.8% | +198.1% | +3,373.7% | +1,728.9% |
| All | +8,355.9% | +175.0% | +8,180.8% | +3,711.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling