-53.0%
SWKS vs JBHT
+58.3%
-111.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.1% |
| 7D | +12.5% | +4.9% | +7.6% | +9.9% |
| 30D | +10.5% | +0.6% | +9.9% | +9.9% |
| 3M | -7.4% | -3.2% | -4.2% | -6.5% |
| 6M | +32.7% | +17.0% | +15.7% | +20.6% |
| YTD | +19.2% | +41.7% | -22.5% | -2.4% |
| 1Y | +2.4% | +90.0% | -87.6% | -29.7% |
| 3Y | -25.6% | +47.0% | -72.6% | -42.9% |
| All | -53.0% | +58.3% | -111.3% | -66.0% |
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