+1,523.0%
HWM vs JBHT
+192.4%
+1,330.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | +3.3% | -1.6% | +4.9% | +4.1% |
| 30D | -7.6% | -2.3% | -5.3% | -6.9% |
| 3M | -28.9% | -18.5% | -10.5% | -23.6% |
| 6M | -19.7% | -11.3% | -8.4% | -17.9% |
| YTD | +0.5% | +12.6% | -12.0% | -8.5% |
| 1Y | +0.3% | +29.8% | -29.5% | -14.9% |
| 3Y | +325.8% | +28.1% | +297.8% | +244.7% |
| 5Y | +524.7% | +17.7% | +507.1% | +409.4% |
| All | +1,523.0% | +192.4% | +1,330.6% | +585.5% |
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