+11,207.6%
JBHT vs GAP
+2,258.2%
+8,949.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +4.9% | -4.5% | +9.4% | +6.0% |
| 30D | +0.6% | +9.0% | -8.5% | -1.9% |
| 3M | -3.2% | +5.0% | -8.2% | -5.1% |
| 6M | +17.0% | -17.8% | +34.8% | +20.5% |
| YTD | +41.7% | -10.4% | +52.0% | +42.8% |
| 1Y | +90.0% | -3.4% | +93.4% | +86.8% |
| 3Y | +47.0% | +111.5% | -64.5% | +11.5% |
| 5Y | +58.3% | +8.8% | +49.5% | +32.7% |
| 10Y | +273.9% | +32.9% | +241.0% | +154.2% |
| All | +11,207.6% | +2,258.2% | +8,949.4% | +2,887.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling