+59.9%
JBHT vs BBWI
-66.0%
+125.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.2% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | +0.6% | -5.2% | +5.8% | +1.4% |
| 3M | -3.2% | +11.1% | -14.3% | -6.2% |
| 6M | +17.0% | -13.4% | +30.3% | +18.8% |
| YTD | +41.7% | +0.1% | +41.6% | +38.7% |
| 1Y | +90.0% | -36.1% | +126.1% | +104.0% |
| 3Y | +47.0% | -44.1% | +91.1% | +55.8% |
| All | +59.9% | -66.0% | +125.9% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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