+39.2%
GH vs JBHT
+15.0%
+24.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.6% | -5.4% | -7.4% |
| 7D | -17.2% | -1.4% | -15.8% | -16.6% |
| 30D | -10.1% | -3.1% | -7.0% | -8.9% |
| 3M | -6.0% | -19.5% | +13.6% | +2.8% |
| 6M | +71.4% | -9.6% | +81.0% | +75.2% |
| YTD | +50.2% | +13.3% | +36.9% | +35.6% |
| 1Y | +61.4% | +29.7% | +31.7% | +35.2% |
| 3Y | +435.2% | +28.3% | +406.9% | +334.1% |
| 5Y | +39.2% | +18.5% | +20.8% | +11.2% |
| All | +39.2% | +15.0% | +24.3% | +11.2% |
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