+20.1%
JBHT vs BBWI
-67.1%
+87.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.7% |
| 7D | +0.2% | -6.2% | +6.4% | +1.5% |
| 30D | -2.2% | +25.5% | -27.6% | -6.8% |
| 3M | -16.5% | +8.0% | -24.4% | -18.4% |
| 6M | -8.4% | +12.7% | -21.1% | -12.2% |
| YTD | +16.1% | +11.6% | +4.4% | +10.6% |
| 1Y | +31.9% | -0.9% | +32.8% | +27.8% |
| 3Y | +34.1% | -22.7% | +56.8% | +32.6% |
| 5Y | +20.1% | -67.2% | +87.3% | +38.8% |
| All | +20.1% | -67.1% | +87.2% | +38.8% |
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