-72.7%
GRAB vs JBHT
+114.1%
-186.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.3% | -5.1% |
| 7D | -6.1% | +7.1% | -13.2% | -7.9% |
| 30D | -11.2% | +2.3% | -13.5% | -11.9% |
| 3M | -2.4% | -4.5% | +2.1% | -1.5% |
| 6M | -18.3% | +29.2% | -47.6% | -25.0% |
| YTD | -34.9% | +42.2% | -77.0% | -42.1% |
| 1Y | -37.4% | +93.7% | -131.1% | -50.1% |
| 3Y | -12.6% | +53.2% | -65.8% | -27.0% |
| 5Y | -69.7% | +62.4% | -132.2% | -75.0% |
| All | -72.7% | +114.1% | -186.8% | -78.4% |
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