-72.8%
GRAB vs JBHT
+77.8%
-150.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.9% | +4.2% | -11.1% | -8.0% |
| 30D | +8.7% | -0.4% | +9.1% | +8.8% |
| 3M | -10.2% | -17.3% | +7.1% | -5.8% |
| 6M | -11.0% | -3.5% | -7.5% | -11.3% |
| YTD | -35.1% | +18.0% | -53.1% | -39.4% |
| 1Y | -44.0% | +35.5% | -79.6% | -50.0% |
| 3Y | -0.9% | +34.8% | -35.7% | -14.9% |
| 5Y | -80.2% | +19.7% | -99.9% | -82.7% |
| All | -72.8% | +77.8% | -150.5% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling