+1,352.0%
HWM vs JBHT
+192.9%
+1,159.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.4% | -4.4% |
| 7D | -2.4% | -1.4% | -1.1% | -1.8% |
| 30D | -13.3% | -3.1% | -10.2% | -12.3% |
| 3M | -31.0% | -19.5% | -11.5% | -25.4% |
| 6M | -17.1% | -9.6% | -7.6% | -16.0% |
| YTD | -1.9% | +13.3% | -15.2% | -10.9% |
| 1Y | -2.4% | +29.7% | -32.1% | -17.1% |
| 3Y | +322.2% | +28.3% | +293.9% | +241.9% |
| 5Y | +509.8% | +18.5% | +491.4% | +396.1% |
| 10Y | +1,453.8% | +198.1% | +1,255.7% | +542.0% |
| All | +1,352.0% | +192.9% | +1,159.0% | +508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling