+741.5%
HWM vs JBHT
+58.3%
+683.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | -2.1% | +4.9% | -7.0% | -3.5% |
| 30D | -11.0% | +0.6% | -11.6% | -11.3% |
| 3M | +4.0% | -3.2% | +7.2% | +4.4% |
| 6M | -0.2% | +17.0% | -17.2% | -5.8% |
| YTD | +26.7% | +41.7% | -15.0% | +12.4% |
| 1Y | +44.7% | +90.0% | -45.3% | +15.9% |
| 3Y | +426.1% | +47.0% | +379.1% | +350.9% |
| All | +741.5% | +58.3% | +683.2% | +581.6% |
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 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