-22.8%
SWK vs JBHT
+21.5%
-44.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.1% | +12.0% | +12.5% |
| 7D | +17.9% | +1.7% | +16.2% | +16.8% |
| 30D | +31.9% | -1.2% | +33.1% | +32.7% |
| 3M | +16.6% | -17.1% | +33.7% | +28.1% |
| 6M | +61.1% | -4.4% | +65.5% | +60.6% |
| YTD | +64.2% | +17.5% | +46.7% | +43.8% |
| 1Y | +85.2% | +32.6% | +52.6% | +50.6% |
| 3Y | +50.2% | +33.0% | +17.2% | +16.8% |
| 5Y | -22.8% | +20.3% | -43.1% | -39.0% |
| All | -22.8% | +21.5% | -44.3% | -39.0% |
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 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