+21.4%
JBHT vs TW
+41.3%
-19.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +0.5% | +2.8% | -2.4% | +0.1% |
| 30D | -0.1% | +18.1% | -18.1% | -2.4% |
| 3M | -14.0% | +25.2% | -39.3% | -16.8% |
| 6M | -5.1% | +19.1% | -24.2% | -7.6% |
| YTD | +18.0% | +21.9% | -3.9% | +13.9% |
| 1Y | +36.5% | +18.9% | +17.6% | +32.4% |
| 3Y | +34.8% | +41.7% | -7.0% | +18.0% |
| 5Y | +21.4% | +40.4% | -19.0% | +0.3% |
| All | +21.4% | +41.3% | -19.8% | +0.3% |
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