+27.1%
SHW vs JBHT
+47.5%
-20.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | -3.2% | +4.9% | -8.1% | -4.5% |
| 30D | -9.5% | +0.6% | -10.1% | -9.8% |
| 3M | +11.5% | -3.2% | +14.7% | +12.0% |
| 6M | -3.5% | +17.0% | -20.5% | -8.5% |
| YTD | +3.7% | +41.7% | -37.9% | -6.8% |
| 1Y | -7.9% | +90.0% | -97.9% | -24.3% |
| All | +27.1% | +47.5% | -20.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling