+189.7%
JBHT vs ARWR
+894.1%
-704.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -3.0% |
| 7D | -1.4% | -5.0% | +3.6% | -1.0% |
| 30D | -3.1% | -6.6% | +3.6% | -2.5% |
| 3M | -19.5% | -33.9% | +14.3% | -16.8% |
| 6M | -9.6% | -23.3% | +13.7% | -8.0% |
| YTD | +13.3% | -13.5% | +26.8% | +13.7% |
| 1Y | +29.7% | +42.5% | -12.9% | +24.4% |
| 3Y | +28.3% | +104.1% | -75.8% | +15.4% |
| 5Y | +18.5% | -28.8% | +47.3% | +10.8% |
| All | +189.7% | +894.1% | -704.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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