-58.0%
GNRC vs JBHT
+58.3%
-116.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +0.8% |
| 7D | +1.9% | +4.9% | -2.9% | -0.8% |
| 30D | -13.8% | +0.6% | -14.4% | -14.2% |
| 3M | -32.6% | -3.2% | -29.4% | -31.8% |
| 6M | -15.2% | +17.0% | -32.1% | -23.7% |
| YTD | +37.4% | +41.7% | -4.3% | +10.1% |
| 1Y | +5.1% | +90.0% | -84.8% | -30.7% |
| 3Y | +57.5% | +47.0% | +10.5% | +18.8% |
| All | -58.0% | +58.3% | -116.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling