+185.8%
ITW vs JBHT
+273.4%
-87.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.8% |
| 7D | -3.6% | +4.9% | -8.4% | -5.6% |
| 30D | -9.1% | +0.6% | -9.7% | -9.6% |
| 3M | +8.2% | -3.2% | +11.4% | +9.1% |
| 6M | -4.8% | +17.0% | -21.7% | -12.1% |
| YTD | +11.0% | +41.7% | -30.6% | -6.1% |
| 1Y | +4.2% | +90.0% | -85.7% | -23.9% |
| 3Y | +17.3% | +47.0% | -29.7% | -6.6% |
| 5Y | +33.0% | +58.3% | -25.3% | -1.6% |
| All | +185.8% | +273.4% | -87.7% | +25.3% |
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