+61.1%
SWK vs JBHT
-6.8%
+67.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.1% | +12.0% | +12.8% |
| 7D | +17.9% | +1.7% | +16.2% | +17.5% |
| 30D | +31.9% | -1.2% | +33.1% | +32.2% |
| 3M | +16.6% | -17.1% | +33.7% | +20.8% |
| 6M | +61.1% | -4.4% | +65.5% | +61.6% |
| All | +61.1% | -6.8% | +67.9% | +61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling