-22.5%
GIS vs JBHT
+39.4%
-61.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.2% |
| 7D | -3.4% | +7.0% | -10.4% | -3.8% |
| 30D | +6.9% | +0.5% | +6.4% | +6.8% |
| 3M | -10.1% | -17.4% | +7.2% | -9.4% |
| 6M | +5.9% | -1.7% | +7.6% | +5.4% |
| YTD | -21.1% | +20.7% | -41.8% | -20.9% |
| 1Y | -22.5% | +41.1% | -63.6% | -22.5% |
| All | -22.5% | +39.4% | -61.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling