+273.3%
JBHT vs GAP
+32.7%
+240.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +4.9% | -4.5% | +9.4% | +5.8% |
| 30D | +0.6% | +9.0% | -8.5% | -1.6% |
| 3M | -3.2% | +5.0% | -8.2% | -4.8% |
| 6M | +17.0% | -17.8% | +34.8% | +20.1% |
| YTD | +41.7% | -10.4% | +52.0% | +42.8% |
| 1Y | +90.0% | -3.4% | +93.4% | +87.5% |
| 3Y | +47.0% | +111.5% | -64.5% | +16.4% |
| 5Y | +58.3% | +8.8% | +49.5% | +35.8% |
| All | +273.3% | +32.7% | +240.6% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling