+90.0%
JBHT vs GAP
+1.5%
+88.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | +4.9% | -4.5% | +9.4% | +5.4% |
| 30D | +0.6% | +9.0% | -8.5% | -0.8% |
| 3M | -3.2% | +5.0% | -8.2% | -3.8% |
| 6M | +17.0% | -17.8% | +34.8% | +21.1% |
| YTD | +41.7% | -10.4% | +52.0% | +45.8% |
| 1Y | +90.0% | -3.4% | +93.4% | +99.6% |
| All | +90.0% | +1.5% | +88.5% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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