+371.1%
GH vs JBHT
+108.1%
+263.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -3.0% |
| 7D | +0.6% | +7.0% | -6.5% | -2.4% |
| 30D | -6.9% | +0.5% | -7.4% | -7.2% |
| 3M | -4.9% | -17.4% | +12.4% | +2.4% |
| 6M | +54.1% | -1.7% | +55.8% | +52.0% |
| YTD | +48.5% | +20.7% | +27.8% | +32.2% |
| 1Y | +61.2% | +41.1% | +20.1% | +32.8% |
| 3Y | +570.3% | +38.0% | +532.4% | +440.5% |
| 5Y | +46.1% | +22.5% | +23.7% | +22.6% |
| All | +371.1% | +108.1% | +263.0% | +159.4% |
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 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