-36.7%
SWK vs JBHT
+58.3%
-94.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.8% |
| 7D | -0.4% | +4.9% | -5.3% | -3.3% |
| 30D | -5.7% | +0.6% | -6.3% | -6.4% |
| 3M | +24.1% | -3.2% | +27.3% | +25.5% |
| 6M | +24.7% | +17.0% | +7.8% | +11.9% |
| YTD | +33.9% | +41.7% | -7.7% | +6.8% |
| 1Y | +34.7% | +90.0% | -55.3% | -11.8% |
| 3Y | +15.3% | +47.0% | -31.7% | -13.9% |
| All | -36.7% | +58.3% | -94.9% | -55.5% |
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