-71.2%
GRAB vs JBHT
+113.3%
-184.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | -5.3% | +4.9% | -10.1% | -6.6% |
| 30D | -8.6% | +0.6% | -9.1% | -8.9% |
| 3M | -1.2% | -3.2% | +2.0% | -0.7% |
| 6M | -16.6% | +17.0% | -33.5% | -21.1% |
| YTD | -31.5% | +41.7% | -73.1% | -39.0% |
| 1Y | -32.3% | +90.0% | -122.3% | -45.6% |
| 3Y | -10.7% | +47.0% | -57.7% | -24.1% |
| 5Y | -67.9% | +58.3% | -126.2% | -73.5% |
| All | -71.2% | +113.3% | -184.6% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling