+132.8%
JBHT vs TW
+291.9%
-159.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +0.9% | +3.1% | -2.2% | +0.3% |
| 30D | -1.1% | +16.7% | -17.8% | -4.4% |
| 3M | -14.8% | +25.2% | -40.0% | -19.1% |
| 6M | -7.4% | +19.5% | -26.9% | -11.6% |
| YTD | +17.3% | +21.0% | -3.7% | +11.0% |
| 1Y | +35.3% | +19.0% | +16.4% | +28.5% |
| 3Y | +33.9% | +40.7% | -6.7% | +16.4% |
| 5Y | +22.5% | +40.1% | -17.6% | +3.8% |
| All | +132.8% | +291.9% | -159.1% | +42.8% |
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