-26.3%
TWLO vs JBHT
+22.9%
-49.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| YTD | +54.3% | +18.0% | +36.3% | +36.9% |
| 1Y | +68.0% | +36.5% | +31.5% | +38.3% |
| 3Y | +273.0% | +34.8% | +238.2% | +192.3% |
| 5Y | -26.3% | +21.4% | -47.8% | -41.9% |
| All | -26.3% | +22.9% | -49.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling