+123.4%
JBHT vs TW
+286.2%
-162.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | +4.2% | -5.8% | -2.5% |
| 30D | -2.3% | +18.9% | -21.2% | -6.0% |
| 3M | -18.5% | +23.8% | -42.2% | -22.4% |
| 6M | -11.3% | +17.0% | -28.3% | -14.9% |
| YTD | +12.6% | +19.2% | -6.7% | +6.8% |
| 1Y | +29.8% | +20.1% | +9.7% | +22.8% |
| 3Y | +28.1% | +40.5% | -12.4% | +11.2% |
| 5Y | +17.7% | +38.0% | -20.4% | 0.0% |
| All | +123.4% | +286.2% | -162.8% | +37.4% |
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