+29.2%
SWK vs JBHT
+194.3%
-165.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -0.3% |
| 7D | +11.3% | -1.4% | +12.6% | +12.3% |
| 30D | +28.1% | -3.1% | +31.2% | +30.5% |
| 3M | +12.6% | -19.5% | +32.1% | +27.1% |
| 6M | +51.7% | -9.6% | +61.3% | +57.0% |
| YTD | +60.0% | +13.3% | +46.7% | +42.2% |
| 1Y | +72.7% | +29.7% | +43.0% | +40.5% |
| 3Y | +46.3% | +28.3% | +18.0% | +15.1% |
| 5Y | -24.6% | +18.5% | -43.1% | -39.3% |
| All | +29.2% | +194.3% | -165.1% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling