+598.0%
TWLO vs JBHT
+199.1%
+398.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -4.4% |
| 7D | -16.9% | -1.4% | -15.5% | -16.4% |
| 30D | -28.3% | -3.1% | -25.3% | -27.4% |
| 3M | +4.0% | -19.5% | +23.6% | +13.0% |
| 6M | +2.8% | -9.6% | +12.3% | +5.3% |
| YTD | +41.3% | +13.3% | +28.0% | +28.7% |
| 1Y | +52.9% | +29.7% | +23.2% | +30.6% |
| 3Y | +271.5% | +28.3% | +243.2% | +205.5% |
| 5Y | -35.3% | +18.5% | -53.8% | -45.4% |
| 10Y | +536.6% | +198.1% | +338.4% | +201.0% |
| All | +598.0% | +199.1% | +398.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling