+187.8%
JBHT vs BWA
+84.4%
+103.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.6% |
| 7D | -1.6% | -5.5% | +3.9% | +0.3% |
| 30D | -2.3% | -21.7% | +19.4% | +6.4% |
| 3M | -18.5% | -25.6% | +7.2% | -9.9% |
| 6M | -11.3% | -17.4% | +6.2% | -6.6% |
| YTD | +12.6% | +9.2% | +3.4% | +4.7% |
| 1Y | +29.8% | +9.7% | +20.0% | +20.4% |
| 3Y | +28.1% | +54.6% | -26.5% | +2.8% |
| 5Y | +17.7% | +26.8% | -9.1% | -1.8% |
| All | +187.8% | +84.4% | +103.4% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling