+21,359.2%
SHW vs JBHT
+9,288.5%
+12,070.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.2% |
| 7D | +5.7% | -1.4% | +7.1% | +6.1% |
| 30D | +8.7% | -3.1% | +11.7% | +9.4% |
| 3M | -5.4% | -19.5% | +14.2% | -1.0% |
| 6M | +12.2% | -9.6% | +21.8% | +14.0% |
| YTD | +8.5% | +13.3% | -4.8% | +4.5% |
| 1Y | +4.9% | +29.7% | -24.8% | -2.0% |
| 3Y | +42.8% | +28.3% | +14.5% | +31.3% |
| 5Y | +14.5% | +18.5% | -4.0% | +6.3% |
| 10Y | +373.0% | +198.1% | +174.9% | +257.2% |
| All | +21,359.2% | +9,288.5% | +12,070.7% | +8,865.2% |
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