+22.4%
JBHT vs GFI
+300.1%
-277.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +7.0% | -8.7% | +15.7% | +7.5% |
| 30D | +0.5% | +0.6% | -0.1% | +0.4% |
| 3M | -17.4% | -7.5% | -9.9% | -17.1% |
| 6M | -1.7% | -18.3% | +16.6% | -1.1% |
| YTD | +20.7% | -13.8% | +34.5% | +21.1% |
| 1Y | +41.1% | -8.8% | +49.9% | +41.1% |
| 3Y | +38.0% | +215.8% | -177.9% | +28.4% |
| All | +22.4% | +300.1% | -277.7% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling