+6,223.1%
JBHT vs ARWR
-97.0%
+6,320.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | +0.6% | -0.7% | +1.2% | +0.6% |
| 3M | -3.2% | +14.9% | -18.1% | -3.3% |
| 6M | +17.0% | +32.6% | -15.7% | +16.7% |
| YTD | +41.7% | +30.0% | +11.6% | +41.4% |
| 1Y | +90.0% | +208.4% | -118.4% | +88.5% |
| 3Y | +47.0% | +208.8% | -161.8% | +45.5% |
| 5Y | +58.3% | +27.8% | +30.5% | +57.2% |
| 10Y | +273.9% | +1,107.6% | -833.6% | +265.2% |
| All | +6,223.1% | -97.0% | +6,320.1% | +5,844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling