+338.5%
SHW vs JBHT
+176.2%
+162.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +4.2% | -3.5% | -0.8% |
| 30D | +8.4% | -0.4% | +8.8% | +8.6% |
| 3M | -2.2% | -17.3% | +15.1% | +4.1% |
| 6M | +13.3% | -3.5% | +16.8% | +13.0% |
| YTD | +9.2% | +18.0% | -8.8% | +0.4% |
| 1Y | +2.9% | +35.5% | -32.6% | -10.4% |
| 3Y | +41.1% | +34.8% | +6.3% | +18.7% |
| 5Y | +11.0% | +19.7% | -8.8% | -4.3% |
| All | +338.5% | +176.2% | +162.4% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling