+8.6%
GRAB vs JBHT
+27.4%
-18.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | +25.8% | -1.6% | +27.4% | +26.2% |
| 30D | +10.7% | -2.3% | +13.0% | +11.1% |
| 3M | -7.1% | -18.5% | +11.4% | -4.0% |
| 6M | -9.5% | -11.3% | +1.7% | -8.3% |
| YTD | -31.7% | +12.6% | -44.2% | -33.9% |
| 1Y | -39.4% | +29.8% | -69.2% | -43.0% |
| 3Y | +8.6% | +28.1% | -19.5% | -1.9% |
| All | +8.6% | +27.4% | -18.8% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling