+35.3%
ITW vs JBHT
+21.4%
+13.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | +4.2% | -3.7% | -0.9% |
| 30D | +7.7% | -0.4% | +8.1% | +7.7% |
| 3M | -1.3% | -17.3% | +16.0% | +4.3% |
| 6M | +15.5% | -3.5% | +19.0% | +15.1% |
| YTD | +18.6% | +18.0% | +0.6% | +9.8% |
| 1Y | +19.8% | +35.5% | -15.7% | +5.7% |
| 3Y | +32.5% | +34.8% | -2.3% | +13.1% |
| 5Y | +35.3% | +19.7% | +15.6% | +15.8% |
| All | +35.3% | +21.4% | +13.9% | +15.8% |
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