+518.8%
GEV vs JBHT
+20.0%
+498.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -3.0% | +0.5% | -3.4% | -3.0% |
| 30D | -18.9% | -0.1% | -18.8% | -18.9% |
| 3M | -20.1% | -14.0% | -6.0% | -18.4% |
| 6M | -24.6% | -5.1% | -19.5% | -24.9% |
| YTD | +24.0% | +18.0% | +5.9% | +17.8% |
| 1Y | +40.6% | +36.5% | +4.1% | +30.8% |
| All | +518.8% | +20.0% | +498.7% | +453.0% |
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