+215.1%
GM vs JBHT
+183.5%
+31.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | +7.9% | -0.1% | +8.0% | +7.8% |
| 3M | -0.3% | -14.0% | +13.7% | +5.7% |
| 6M | +18.6% | -5.1% | +23.7% | +19.0% |
| YTD | +10.0% | +18.0% | -8.0% | -1.4% |
| 1Y | +25.9% | +36.5% | -10.6% | +5.0% |
| 3Y | +241.2% | +34.8% | +206.4% | +171.3% |
| 5Y | +50.0% | +21.4% | +28.6% | +23.8% |
| 10Y | +215.1% | +178.0% | +37.1% | +58.8% |
| All | +215.1% | +183.5% | +31.6% | +58.8% |
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