+20,418.4%
SHW vs JBHT
+11,637.0%
+8,781.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | -3.2% | +4.9% | -8.1% | -4.3% |
| 30D | -9.5% | +0.6% | -10.1% | -9.7% |
| 3M | +11.5% | -3.2% | +14.7% | +11.9% |
| 6M | -3.5% | +17.0% | -20.5% | -7.3% |
| YTD | +3.7% | +41.7% | -37.9% | -4.7% |
| 1Y | -7.9% | +90.0% | -97.9% | -21.4% |
| 3Y | +24.7% | +47.0% | -22.3% | +11.4% |
| 5Y | +13.6% | +58.3% | -44.7% | -0.9% |
| 10Y | +283.0% | +273.9% | +9.0% | +175.5% |
| All | +20,418.4% | +11,637.0% | +8,781.4% | +8,075.1% |
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 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