+199.9%
ITW vs JBHT
+191.4%
+8.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.1% | +0.8% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +8.6% | -2.2% | +10.7% | +9.4% |
| 3M | -2.7% | -16.5% | +13.7% | +3.8% |
| 6M | +14.0% | -8.4% | +22.4% | +16.1% |
| YTD | +18.6% | +16.1% | +2.6% | +8.3% |
| 1Y | +19.8% | +31.9% | -12.2% | +3.3% |
| 3Y | +34.8% | +34.1% | +0.7% | +10.1% |
| 5Y | +37.5% | +20.1% | +17.4% | +14.9% |
| 10Y | +199.9% | +184.7% | +15.3% | +50.1% |
| All | +199.9% | +191.4% | +8.5% | +50.1% |
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