+246.5%
GM vs JBHT
+770.4%
-523.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.6% |
| 7D | +1.9% | +4.9% | -2.9% | -0.5% |
| 30D | -1.4% | +0.6% | -1.9% | -2.0% |
| 3M | +5.9% | -3.2% | +9.1% | +6.6% |
| 6M | +12.4% | +17.0% | -4.6% | +2.3% |
| YTD | +8.6% | +41.7% | -33.0% | -10.6% |
| 1Y | +52.6% | +90.0% | -37.4% | +5.8% |
| 3Y | +169.7% | +47.0% | +122.7% | +105.9% |
| 5Y | +87.5% | +58.3% | +29.2% | +34.6% |
| 10Y | +233.0% | +273.9% | -40.9% | +38.9% |
| All | +246.5% | +770.4% | -523.9% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling