+9.4%
GIS vs JBHT
-8.5%
+17.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.0% |
| 7D | +9.4% | -1.4% | +10.8% | +9.5% |
| 30D | +15.5% | -3.1% | +18.5% | +15.7% |
| 3M | +3.4% | -19.5% | +23.0% | +3.7% |
| 6M | +9.4% | -9.6% | +19.0% | +13.4% |
| All | +9.4% | -8.5% | +17.9% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling