+134.3%
JBHT vs TW
+298.0%
-163.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +4.2% | +3.2% | +1.0% | +3.5% |
| 30D | -0.4% | +19.7% | -20.1% | -4.3% |
| 3M | -17.3% | +26.8% | -44.2% | -21.7% |
| 6M | -3.5% | +20.9% | -24.4% | -8.0% |
| YTD | +18.0% | +22.9% | -4.8% | +11.3% |
| 1Y | +35.5% | +20.4% | +15.2% | +28.4% |
| 3Y | +34.8% | +42.9% | -8.1% | +16.7% |
| 5Y | +19.7% | +40.2% | -20.5% | +1.6% |
| All | +134.3% | +298.0% | -163.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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