+273.3%
JBHT vs BWA
+151.8%
+121.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +1.8% |
| 7D | +4.9% | +5.7% | -0.8% | +2.8% |
| 30D | +0.6% | +1.4% | -0.8% | 0.0% |
| 3M | -3.2% | -12.1% | +8.9% | +0.8% |
| 6M | +17.0% | +28.6% | -11.6% | +5.4% |
| YTD | +41.7% | +51.1% | -9.4% | +18.0% |
| 1Y | +90.0% | +55.9% | +34.1% | +56.1% |
| 3Y | +47.0% | +70.1% | -23.2% | +14.1% |
| 5Y | +58.3% | +90.7% | -32.4% | +14.4% |
| All | +273.3% | +151.8% | +121.5% | +128.6% |
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