+337.7%
SHW vs JBHT
+182.5%
+155.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.0% |
| 7D | +1.9% | +7.0% | -5.1% | -0.6% |
| 30D | +8.1% | +0.5% | +7.6% | +7.8% |
| 3M | -2.8% | -17.4% | +14.6% | +3.5% |
| 6M | +15.0% | -1.7% | +16.8% | +14.0% |
| YTD | +9.0% | +20.7% | -11.7% | -0.6% |
| 1Y | +4.5% | +41.1% | -36.6% | -10.4% |
| 3Y | +41.9% | +38.0% | +3.9% | +18.2% |
| 5Y | +10.7% | +22.5% | -11.7% | -5.3% |
| All | +337.7% | +182.5% | +155.2% | +155.1% |
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