+23.3%
GME vs JBHT
+39.4%
-16.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.7% |
| 7D | +2.9% | +7.0% | -4.1% | +2.2% |
| 30D | -4.8% | +0.5% | -5.3% | -4.8% |
| 3M | +39.2% | -17.4% | +56.6% | +41.3% |
| 6M | +17.1% | -1.7% | +18.8% | +15.2% |
| YTD | +28.7% | +20.7% | +8.0% | +23.1% |
| 1Y | +23.3% | +41.1% | -17.7% | +14.9% |
| All | +23.3% | +39.4% | -16.1% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling