+380.7%
GH vs JBHT
+103.5%
+277.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -8.2% | +0.5% | -8.7% | -8.3% |
| 30D | -4.9% | -0.1% | -4.8% | -4.9% |
| 3M | -6.2% | -14.0% | +7.8% | -0.8% |
| 6M | +60.0% | -5.1% | +65.1% | +60.4% |
| YTD | +51.5% | +18.0% | +33.5% | +36.2% |
| 1Y | +58.4% | +36.5% | +21.9% | +32.6% |
| 3Y | +617.2% | +34.8% | +582.5% | +484.5% |
| 5Y | +47.0% | +21.4% | +25.6% | +23.9% |
| All | +380.7% | +103.5% | +277.2% | +167.4% |
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