+34.1%
JBHT vs GFI
+243.2%
-209.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +3.0% |
| 7D | +0.2% | +18.0% | -17.8% | -0.2% |
| 30D | -2.2% | +11.5% | -13.6% | -2.5% |
| 3M | -16.5% | +2.8% | -19.3% | -16.5% |
| 6M | -8.4% | -6.4% | -2.0% | -8.4% |
| YTD | +16.1% | -1.1% | +17.1% | +16.5% |
| 1Y | +31.9% | +10.8% | +21.1% | +32.7% |
| 3Y | +34.1% | +248.8% | -214.7% | +35.3% |
| All | +34.1% | +243.2% | -209.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling