+755.0%
SW vs JBHT
+849.7%
-94.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.8% |
| 7D | -5.1% | +4.9% | -10.0% | -5.8% |
| 30D | -4.6% | +0.6% | -5.2% | -4.7% |
| 3M | +9.4% | -3.2% | +12.6% | +9.8% |
| 6M | +3.5% | +17.0% | -13.4% | +0.7% |
| YTD | +22.0% | +41.7% | -19.6% | +15.3% |
| 1Y | +2.2% | +90.0% | -87.8% | -8.0% |
| 3Y | +19.6% | +47.0% | -27.4% | +10.4% |
| 5Y | -2.3% | +58.3% | -60.6% | -11.0% |
| 10Y | +181.4% | +273.9% | -92.6% | +139.2% |
| All | +755.0% | +849.7% | -94.7% | +644.0% |
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