+61.8%
JBHT vs GFI
+523.7%
-461.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | +4.9% | +3.1% | +1.7% | +4.7% |
| 30D | +0.6% | +27.1% | -26.5% | -0.4% |
| 3M | -3.2% | +21.2% | -24.4% | -4.1% |
| 6M | +17.0% | -4.5% | +21.5% | +16.8% |
| YTD | +41.7% | +11.7% | +29.9% | +40.6% |
| 1Y | +90.0% | +46.0% | +43.9% | +87.5% |
| 3Y | +47.0% | +309.6% | -262.6% | +36.0% |
| All | +61.8% | +523.7% | -461.9% | +46.9% |
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