+595.4%
TWLO vs JBHT
+183.5%
+412.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -22.4% | -0.1% | -22.3% | -22.4% |
| 3M | -14.2% | -14.0% | -0.2% | -9.5% |
| 6M | +10.5% | -5.1% | +15.6% | +11.0% |
| YTD | +54.3% | +18.0% | +36.3% | +38.5% |
| 1Y | +68.0% | +36.5% | +31.5% | +40.9% |
| 3Y | +273.0% | +34.8% | +238.2% | +201.5% |
| 5Y | -26.3% | +21.4% | -47.8% | -38.2% |
| 10Y | +595.4% | +178.0% | +417.5% | +318.4% |
| All | +595.4% | +183.5% | +412.0% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling