+90.0%
JBHT vs GFI
+45.3%
+44.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.0% |
| 7D | +4.9% | +3.1% | +1.7% | +4.6% |
| 30D | +0.6% | +27.1% | -26.5% | -1.6% |
| 3M | -3.2% | +21.2% | -24.4% | -5.0% |
| 6M | +17.0% | -4.5% | +21.5% | +17.2% |
| YTD | +41.7% | +11.7% | +29.9% | +39.3% |
| 1Y | +90.0% | +46.0% | +43.9% | +93.2% |
| All | +90.0% | +45.3% | +44.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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