-43.0%
SWKS vs JBHT
+15.0%
-58.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.4% |
| 7D | -9.2% | -1.4% | -7.8% | -8.6% |
| 30D | -1.9% | -3.1% | +1.2% | -0.7% |
| 3M | +21.2% | -19.5% | +40.8% | +33.3% |
| 6M | +12.9% | -9.6% | +22.5% | +15.9% |
| YTD | +30.7% | +13.3% | +17.4% | +18.0% |
| 1Y | +14.1% | +29.7% | -15.5% | -4.3% |
| 3Y | -1.7% | +28.3% | -30.0% | -20.9% |
| 5Y | -43.0% | +18.5% | -61.5% | -54.3% |
| All | -43.0% | +15.0% | -58.0% | -54.3% |
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