-43.4%
GRAB vs JBHT
+36.3%
-79.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +5.7% | -0.1% | +5.8% | +5.7% |
| 3M | -11.0% | -14.0% | +3.1% | -9.0% |
| 6M | -8.8% | -5.1% | -3.7% | -9.4% |
| YTD | -33.3% | +18.0% | -51.3% | -37.8% |
| 1Y | -43.4% | +36.5% | -79.9% | -48.3% |
| All | -43.4% | +36.3% | -79.7% | -48.3% |
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 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