+124.9%
JBHT vs TW
+285.7%
-160.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -1.4% | +7.3% | -8.7% | -2.9% |
| 30D | -3.1% | +18.6% | -21.7% | -6.7% |
| 3M | -19.5% | +24.8% | -44.4% | -23.6% |
| 6M | -9.6% | +16.1% | -25.6% | -13.1% |
| YTD | +13.3% | +19.1% | -5.8% | +7.6% |
| 1Y | +29.7% | +22.8% | +6.9% | +22.0% |
| 3Y | +28.3% | +40.4% | -12.1% | +11.4% |
| 5Y | +18.5% | +37.9% | -19.4% | +0.7% |
| All | +124.9% | +285.7% | -160.8% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling