+250.2%
GM vs JBHT
+620.9%
-370.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.5% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | +7.2% | -1.1% | +8.3% | +7.7% |
| 3M | +1.0% | -14.8% | +15.8% | +7.9% |
| 6M | +13.0% | -7.4% | +20.5% | +14.9% |
| YTD | +9.8% | +17.3% | -7.5% | -1.8% |
| 1Y | +25.9% | +35.3% | -9.4% | +4.7% |
| 3Y | +240.4% | +33.9% | +206.5% | +168.6% |
| 5Y | +56.1% | +22.5% | +33.6% | +27.1% |
| 10Y | +226.7% | +181.3% | +45.4% | +56.5% |
| All | +250.2% | +620.9% | -370.7% | -7.3% |
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