+18.5%
JBHT vs GAP
+8.2%
+10.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.1% | -2.4% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | -3.1% | -5.1% | +2.0% | -2.2% |
| 3M | -19.5% | +9.8% | -29.3% | -21.6% |
| 6M | -9.6% | -3.6% | -6.0% | -10.1% |
| YTD | +13.3% | -9.8% | +23.1% | +13.8% |
| 1Y | +29.7% | -1.5% | +31.1% | +27.8% |
| 3Y | +28.3% | +74.3% | -46.0% | +6.0% |
| 5Y | +18.5% | +9.9% | +8.5% | -5.9% |
| All | +18.5% | +8.2% | +10.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling