+21.4%
JBHT vs ARWR
-36.3%
+57.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +0.5% | -19.9% | +20.4% | +3.2% |
| 30D | -0.1% | -18.7% | +18.6% | +2.4% |
| 3M | -14.0% | -44.7% | +30.7% | -7.5% |
| 6M | -5.1% | -36.5% | +31.4% | -0.2% |
| YTD | +18.0% | -25.7% | +43.7% | +20.6% |
| 1Y | +36.5% | +18.9% | +17.6% | +29.8% |
| 3Y | +34.8% | +83.1% | -48.3% | +12.8% |
| 5Y | +21.4% | -34.9% | +56.3% | +1.7% |
| All | +21.4% | -36.3% | +57.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling