+274.7%
JBHT vs GFI
+969.9%
-695.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +7.1% | +5.7% | +1.5% | +7.0% |
| 30D | +2.3% | +15.6% | -13.3% | +2.1% |
| 3M | -4.5% | +31.5% | -36.0% | -4.9% |
| 6M | +29.2% | -3.7% | +32.9% | +29.1% |
| YTD | +42.2% | +11.2% | +30.9% | +41.8% |
| 1Y | +93.7% | +36.4% | +57.4% | +93.1% |
| 3Y | +53.2% | +313.5% | -260.3% | +50.0% |
| 5Y | +62.4% | +528.0% | -465.6% | +58.3% |
| 10Y | +274.7% | +1,021.4% | -746.8% | +307.3% |
| All | +274.7% | +969.9% | -695.2% | +307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling