+178.0%
JBHT vs BWA
+92.6%
+85.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | -0.1% | -14.6% | +14.5% | +5.5% |
| 3M | -14.0% | -26.2% | +12.2% | -4.7% |
| 6M | -5.1% | -18.4% | +13.3% | +0.5% |
| YTD | +18.0% | +14.7% | +3.4% | +7.9% |
| 1Y | +36.5% | +13.3% | +23.2% | +25.2% |
| 3Y | +34.8% | +64.7% | -29.9% | +5.6% |
| 5Y | +21.4% | +32.2% | -10.7% | -0.3% |
| 10Y | +178.0% | +96.8% | +81.2% | +86.0% |
| All | +178.0% | +92.6% | +85.4% | +86.0% |
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