+8,945.0%
JBHT vs BBWI
+1,184.1%
+7,760.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.2% | +2.6% | -2.0% |
| 7D | -1.4% | -3.1% | +1.7% | -0.6% |
| 30D | -3.1% | +23.1% | -26.2% | -8.3% |
| 3M | -19.5% | +7.3% | -26.8% | -21.9% |
| 6M | -9.6% | +22.6% | -32.2% | -16.1% |
| YTD | +13.3% | +13.3% | 0.0% | +6.1% |
| 1Y | +29.7% | -2.6% | +32.3% | +24.5% |
| 3Y | +28.3% | -25.9% | +54.2% | +26.8% |
| 5Y | +18.5% | -66.7% | +85.2% | +36.8% |
| 10Y | +198.1% | -41.6% | +239.7% | +145.7% |
| All | +8,945.0% | +1,184.1% | +7,760.9% | +2,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling