+401.3%
GH vs JBHT
+144.2%
+257.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | -0.1% | +4.9% | -4.9% | -2.3% |
| 30D | -1.1% | +0.6% | -1.7% | -1.5% |
| 3M | +21.3% | -3.2% | +24.5% | +22.1% |
| 6M | +73.5% | +17.0% | +56.6% | +59.0% |
| YTD | +58.0% | +41.7% | +16.4% | +32.1% |
| 1Y | +163.1% | +90.0% | +73.1% | +88.1% |
| 3Y | +361.0% | +47.0% | +314.1% | +265.7% |
| 5Y | +22.5% | +58.3% | -35.8% | -7.2% |
| All | +401.3% | +144.2% | +257.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling