+203.9%
ITW vs JBHT
+192.4%
+11.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | +7.6% | -2.3% | +9.9% | +8.5% |
| 3M | -4.0% | -18.5% | +14.4% | +3.4% |
| 6M | +9.2% | -11.3% | +20.5% | +12.8% |
| YTD | +16.2% | +12.6% | +3.7% | +7.5% |
| 1Y | +17.9% | +29.8% | -11.8% | +2.3% |
| 3Y | +30.6% | +28.1% | +2.5% | +8.9% |
| 5Y | +35.2% | +17.7% | +17.5% | +13.8% |
| All | +203.9% | +192.4% | +11.5% | +51.3% |
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