+181.3%
JBHT vs BWA
+95.2%
+86.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.6% |
| 7D | +0.9% | -2.4% | +3.4% | +1.7% |
| 30D | -1.1% | -17.7% | +16.6% | +5.8% |
| 3M | -14.8% | -27.0% | +12.2% | -5.2% |
| 6M | -7.4% | -17.3% | +9.9% | -2.6% |
| YTD | +17.3% | +12.9% | +4.5% | +7.8% |
| 1Y | +35.3% | +12.9% | +22.4% | +24.3% |
| 3Y | +33.9% | +62.1% | -28.2% | +5.6% |
| 5Y | +22.5% | +30.7% | -8.2% | +1.1% |
| 10Y | +181.3% | +89.2% | +92.2% | +92.9% |
| All | +181.3% | +95.2% | +86.1% | +92.9% |
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