+11,207.6%
JBHT vs BBWI
+1,034.6%
+10,173.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.1% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | +0.6% | -5.2% | +5.8% | +1.5% |
| 3M | -3.2% | +11.1% | -14.3% | -6.8% |
| 6M | +17.0% | -13.4% | +30.3% | +18.7% |
| YTD | +41.7% | +0.1% | +41.6% | +37.8% |
| 1Y | +90.0% | -36.1% | +126.1% | +104.2% |
| 3Y | +47.0% | -44.1% | +91.1% | +56.8% |
| 5Y | +58.3% | -66.2% | +124.6% | +82.7% |
| 10Y | +273.9% | -54.8% | +328.7% | +232.6% |
| All | +11,207.6% | +1,034.6% | +10,173.0% | +3,363.6% |
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