+230.4%
GM vs JBHT
+35.7%
+194.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.4% | +4.2% | -7.6% | -4.5% |
| 30D | +2.7% | -0.4% | +3.1% | +2.7% |
| 3M | -0.4% | -17.3% | +17.0% | +4.3% |
| 6M | +13.3% | -3.5% | +16.8% | +13.0% |
| YTD | +6.8% | +18.0% | -11.3% | +0.1% |
| 1Y | +21.1% | +35.5% | -14.4% | +9.3% |
| All | +230.4% | +35.7% | +194.7% | +185.7% |
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