-2.3%
SW vs JBHT
+58.3%
-60.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.3% |
| 7D | -5.1% | +4.9% | -10.0% | -6.7% |
| 30D | -4.6% | +0.6% | -5.2% | -4.9% |
| 3M | +9.4% | -3.2% | +12.6% | +10.2% |
| 6M | +3.5% | +17.0% | -13.4% | -2.8% |
| YTD | +22.0% | +41.7% | -19.6% | +7.1% |
| 1Y | +2.2% | +90.0% | -87.8% | -19.7% |
| 3Y | +19.6% | +47.0% | -27.4% | -1.1% |
| All | -2.3% | +58.3% | -60.6% | -22.1% |
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 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