+155.5%
AWK vs JBHT
+192.4%
-36.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +4.1% | -1.6% | +5.7% | +4.4% |
| 30D | +18.0% | -2.3% | +20.3% | +18.4% |
| 3M | +12.2% | -18.5% | +30.7% | +15.8% |
| 6M | +21.2% | -11.3% | +32.5% | +22.8% |
| YTD | +17.6% | +12.6% | +5.0% | +13.0% |
| 1Y | +19.2% | +29.8% | -10.5% | +11.3% |
| 3Y | +26.7% | +28.1% | -1.4% | +15.8% |
| 5Y | -1.3% | +17.7% | -19.0% | -9.8% |
| All | +155.5% | +192.4% | -36.8% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling