+5,144.3%
JBHT vs ARWR
-97.9%
+5,242.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.1% |
| 7D | +1.7% | +2.4% | -0.7% | +1.7% |
| 30D | -1.2% | -1.1% | 0.0% | -1.2% |
| 3M | -17.1% | -31.2% | +14.0% | -16.9% |
| 6M | -4.4% | -19.3% | +14.9% | -4.3% |
| YTD | +17.5% | -7.1% | +24.6% | +17.5% |
| 1Y | +32.6% | +62.9% | -30.3% | +32.1% |
| 3Y | +33.0% | +119.0% | -86.0% | +32.0% |
| 5Y | +20.3% | -24.4% | +44.7% | +19.8% |
| 10Y | +209.1% | +985.4% | -776.3% | +202.2% |
| All | +5,144.3% | -97.9% | +5,242.2% | +4,840.7% |
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 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