+4.4%
HWM vs JBHT
+34.8%
-30.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.3% |
| 7D | +9.4% | +1.7% | +7.7% | +9.3% |
| 30D | -7.0% | -1.2% | -5.8% | -6.9% |
| 3M | -25.9% | -17.1% | -8.7% | -25.2% |
| 6M | -10.8% | -4.4% | -6.4% | -13.1% |
| YTD | +4.3% | +17.5% | -13.2% | -2.7% |
| 1Y | +4.4% | +32.6% | -28.2% | -1.6% |
| All | +4.4% | +34.8% | -30.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling