+0.1%
AWK vs JBHT
+15.0%
-14.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.4% | +2.2% |
| 7D | +7.2% | -1.4% | +8.6% | +7.3% |
| 30D | +19.0% | -3.1% | +22.1% | +19.4% |
| 3M | +14.4% | -19.5% | +33.9% | +16.4% |
| 6M | +22.6% | -9.6% | +32.2% | +23.1% |
| YTD | +19.2% | +13.3% | +5.9% | +16.3% |
| 1Y | +19.6% | +29.7% | -10.1% | +14.5% |
| 3Y | +26.1% | +28.3% | -2.2% | +19.9% |
| 5Y | +0.1% | +18.5% | -18.4% | -7.0% |
| All | +0.1% | +15.0% | -14.9% | -7.0% |
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