-44.3%
SWKS vs JBHT
+21.5%
-65.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.4% |
| 7D | -4.9% | +1.7% | -6.6% | -5.8% |
| 30D | -1.2% | -1.2% | 0.0% | -0.9% |
| 3M | +24.2% | -17.1% | +41.3% | +34.6% |
| 6M | +21.5% | -4.4% | +25.9% | +21.4% |
| YTD | +33.5% | +17.5% | +16.0% | +18.4% |
| 1Y | +18.9% | +32.6% | -13.7% | -1.4% |
| 3Y | +0.4% | +33.0% | -32.7% | -20.7% |
| 5Y | -44.3% | +20.3% | -64.6% | -55.8% |
| All | -44.3% | +21.5% | -65.8% | -55.8% |
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