+59.9%
JBHT vs TW
+23.1%
+36.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | +4.9% | -2.3% | +7.2% | +5.2% |
| 30D | +0.6% | +3.9% | -3.4% | 0.0% |
| 3M | -3.2% | +5.7% | -8.9% | -4.3% |
| 6M | +17.0% | -14.5% | +31.5% | +19.7% |
| YTD | +41.7% | -0.9% | +42.5% | +40.8% |
| 1Y | +90.0% | -13.5% | +103.5% | +94.0% |
| 3Y | +47.0% | +25.0% | +22.0% | +29.0% |
| All | +59.9% | +23.1% | +36.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling