+2,820.1%
GE vs JBHT
+9,634.5%
-6,814.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.5% |
| 7D | +9.4% | +1.7% | +7.7% | +8.9% |
| 30D | +7.5% | -1.2% | +8.7% | +7.8% |
| 3M | -12.5% | -17.1% | +4.6% | -8.8% |
| 6M | +17.8% | -4.4% | +22.2% | +17.7% |
| YTD | +7.4% | +17.5% | -10.1% | +1.4% |
| 1Y | +8.9% | +32.6% | -23.7% | -0.6% |
| 3Y | +285.5% | +33.0% | +252.5% | +243.0% |
| 5Y | +415.2% | +20.3% | +394.8% | +365.0% |
| 10Y | +168.4% | +209.1% | -40.7% | +89.8% |
| All | +2,820.1% | +9,634.5% | -6,814.4% | +925.4% |
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 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