+12.2%
SHW vs JBHT
+17.1%
-4.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | +9.2% | -2.3% | +11.5% | +10.1% |
| 3M | -5.1% | -18.5% | +13.4% | +0.7% |
| 6M | +6.8% | -11.3% | +18.1% | +9.5% |
| YTD | +7.0% | +12.6% | -5.6% | +0.6% |
| 1Y | +4.1% | +29.8% | -25.7% | -6.9% |
| 3Y | +41.1% | +28.1% | +13.0% | +22.7% |
| All | +12.2% | +17.1% | -4.8% | -3.4% |
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