+743.1%
SW vs JBHT
+687.7%
+55.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.9% |
| 7D | +12.1% | +1.7% | +10.3% | +11.7% |
| 30D | +6.6% | -1.2% | +7.7% | +6.8% |
| 3M | -6.0% | -17.1% | +11.1% | -3.4% |
| 6M | +21.5% | -4.4% | +25.9% | +21.8% |
| YTD | +20.3% | +17.5% | +2.8% | +16.9% |
| 1Y | +28.1% | +32.6% | -4.4% | +22.2% |
| 3Y | +51.6% | +33.0% | +18.6% | +42.5% |
| 5Y | -0.1% | +20.3% | -20.5% | -5.7% |
| 10Y | +189.7% | +209.1% | -19.3% | +153.3% |
| All | +743.1% | +687.7% | +55.4% | +654.3% |
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