-4.4%
JBHT vs WING
+4.9%
-9.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +1.0% |
| 7D | +1.7% | +21.0% | -19.3% | +1.5% |
| 30D | -1.2% | +56.9% | -58.1% | -2.2% |
| 3M | -17.1% | +38.4% | -55.5% | -17.6% |
| 6M | -4.4% | +12.0% | -16.4% | -2.4% |
| All | -4.4% | +4.9% | -9.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 6mo: compounded portfolio wealth divided by compounded WING 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…
6mo analysis · Full analysis span regression · 6 months rolling