+205.0%
GM vs JBHT
+27.4%
+177.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | +6.4% | -2.3% | +8.7% | +7.0% |
| 3M | -0.7% | -18.5% | +17.8% | +4.3% |
| 6M | +9.9% | -11.3% | +21.2% | +12.2% |
| YTD | +6.7% | +12.6% | -5.9% | +1.3% |
| 1Y | +26.2% | +29.8% | -3.5% | +15.2% |
| 3Y | +205.0% | +28.1% | +176.9% | +154.0% |
| All | +205.0% | +27.4% | +177.6% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling