+162.4%
GE vs JBHT
+192.0%
-29.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.6% |
| 7D | +6.3% | +0.4% | +5.8% | +6.1% |
| 30D | +8.9% | -2.0% | +10.8% | +9.6% |
| 3M | -9.2% | -16.3% | +7.1% | -3.7% |
| 6M | +13.2% | -8.2% | +21.5% | +14.5% |
| YTD | +9.4% | +16.3% | -6.9% | -0.3% |
| 1Y | +9.8% | +32.2% | -22.4% | -5.5% |
| 3Y | +278.2% | +34.4% | +243.8% | +207.4% |
| 5Y | +396.0% | +20.3% | +375.7% | +311.0% |
| 10Y | +162.4% | +185.2% | -22.9% | +28.9% |
| All | +162.4% | +192.0% | -29.7% | +28.9% |
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 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