+50.6%
JBHT vs ARWR
+211.2%
-160.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | +0.6% | -0.7% | +1.2% | +0.6% |
| 3M | -3.2% | +14.9% | -18.1% | -5.6% |
| 6M | +17.0% | +32.6% | -15.7% | +11.0% |
| YTD | +41.7% | +30.0% | +11.6% | +34.5% |
| 1Y | +90.0% | +208.4% | -118.4% | +57.0% |
| All | +50.6% | +211.2% | -160.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling