+382.5%
GH vs JBHT
+102.2%
+280.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.5% |
| 7D | -11.2% | +0.9% | -12.2% | -11.5% |
| 30D | -7.2% | -1.1% | -6.1% | -6.8% |
| 3M | -7.1% | -14.8% | +7.7% | -1.3% |
| 6M | +62.3% | -7.4% | +69.8% | +64.5% |
| YTD | +52.1% | +17.3% | +34.8% | +37.1% |
| 1Y | +58.6% | +35.3% | +23.3% | +33.3% |
| 3Y | +619.9% | +33.9% | +585.9% | +488.2% |
| 5Y | +49.7% | +22.5% | +27.2% | +25.7% |
| All | +382.5% | +102.2% | +280.2% | +169.1% |
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